Equivariant degree theory

de Gruyter Series in Nonlinear Analysis and Applications 8

Editors A. Bensoussan (Paris) R. Conti (Florence) A. Friedman (Minneapolis) K.-H. Hoffmann (Munich) L. Nirenberg (New York) A. Vignoli (Rome) Managing Editor J. Appell (Würzburg)

Jorge Ize Alfonso Vignoli

Equivariant Degree Theory

≥ Walter de Gruyter · Berlin · New York 2003

Authors Jorge Ize Instituto de Investigaciones en Matematicas Aplicadas y en Sistemas Universidad Nacional Autonoma de Mexico 01000 MEXICO D. F. MEXICO

Alfonso Vignoli Department of Mathematics University of Rome “Tor Vergata” Via della Ricerca Scientifica 00133 ROMA ITALY

Mathematics Subject Classification 2000: 58-02; 34C25, 37G40, 47H11, 47J15, 54F45, 55Q91, 55E09 Keywords: equivariant degree, homotopy groups, symmetries, period doubling, symmetry breaking, twisted orbits, gradients, orthogonal maps, Hopf bifurcation, Hamiltonian systems, bifurcation

앝 Printed on acid-free paper which falls within the guidelines of the ANSI 앪 to ensure permanence and durability.

Library of Congress Cataloging-in-Publication Data Ize, Jorge, 1946⫺ Equivariant degree theory / Jorge Ize, Alfonso Vignoli. p. cm. ⫺ (De Gruyter series in nonlinear analysis and applications, ISSN 0941-813X ; 8) Includes bibliographical references and index. ISBN 3-11-017550-9 (cloth : alk. paper) 1. Topological degree. 2. Homotopy groups. I. Vignoli, Alfonso, 1940⫺ II. Title. III. Series. QA612.I94 2003 514⬘.2⫺dc21 2003043999

ISBN 3-11-017550-9 Bibliographic information published by Die Deutsche Bibliothek Die Deutsche Bibliothek lists this publication in the Deutsche Nationalbibliografie; detailed bibliographic data is available in the Internet at ⬍http://dnb.ddb.de⬎. 쑔 Copyright 2003 by Walter de Gruyter GmbH & Co. KG, 10785 Berlin, Germany. All rights reserved, including those of translation into foreign languages. No part of this book may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Printed in Germany. Cover design: Thomas Bonnie, Hamburg Typeset using the authors’ TEX files: I. Zimmermann, Freiburg Printing and binding: Hubert & Co. GmbH & Co. Kg, Göttingen

J. I. expresses his love to his wife, Teresa, and his sons, Pablo, Felipe and Andres.

A. V. wishes to dedicate this book to his beloved wife Lucilla, to his son Gabriel and to Angela, who kept cheering him up in times of dismay and frustration becoming more frequent at sunset.

Preface

The present book grew out as an attempt to make more accessible to non-specialists a subject – Equivariant Analysis – that may be easily obscured by technicalities and (often) scarcely known facts from Equivariant Topology. Quite frequently, the authors of research papers on Equivariant Analysis tend to assume that the reader is well acquainted with a hoard of subtle and refined results from Group Representation Theory, GroupActions, Equivariant Homotopy and Homology Theory (and co-counter parts, i.e., Cohomotopy and Cohomology) and the like. As an outcome, beautiful theories and elegant results are poorly understood by those researchers that would need them mostly: applied mathematicians. This is also a self-criticism. We felt that an overturn was badly needed. This is what we try to do here. If you keep in mind these few strokes you most probably will understand our strenuous efforts in keeping the mathematical background to a minimum. Surprisingly enough, this is at the same time an easy and very difficult task. Once we took the decision of expressing a given mathematical fact in as elementary as possible terms, then the easy part of the game consists in letting ourselves to go down to ever simpler terms. This way one swiftly enters the realm of stop and go procedures, the difficult part being when and where to stop. In our case, we felt relatively at ease only when we arrived at the safe harbor of matrices. Of course, you have to buy a ticket to enter. The fair price is to become a jingler with them. After all, nothing is given for free. We have enjoyed (and suffered) with the fact that so many beautiful results can be obtained with so little mathematics. Our hope is that you will enjoy (and not suffer) reading this book. Acknowledgments. We would like to thank our families for their patience and support during the, longer than expected, process of writing the book. Very special thanks to Alma Rosa Rodríguez for her competent translation of ugly hieroglyphics to beautiful LATEX. Thanks to our colleagues, Clara Garza, for reading the manuscript, to Arturo Olvera for devising and running some of the numerical schemes which have given evidence to some of our results and to Ana Cecilia Pérez for her computational support. We are grateful to L. Vespucci, Director of the Library at La Sapienza, for her help in our bibliographical search. Last but not least, let us mention the contributions of our friend and collaborator Ivar Massabó with whom we started, in 1985, the long journey through equivariant degree. During the last two years, the authors had the partial support of the CNR, of the University of Rome, Tor Vergata, given through the scientific agreement between IIMAS-UNAM and Tor Vergata, and of several agencies on the Italian side, including

viii

Preface

CANE, and from CONACyT (grant G25427-E, Matemáticas Nolineales de la Física y la Ingeniería, and the agreement KBN-CONACyT) on the Mexican side. México City and Rome, February 2003

Jorge Ize Alfonso Vignoli

Contents

Preface

vii

Introduction

xi

1

2

3

Preliminaries 1.1 Group actions . . . . . . . . . . . . . . 1.2 The fundamental cell lemma . . . . . . 1.3 Equivariant maps . . . . . . . . . . . . 1.4 Averaging . . . . . . . . . . . . . . . . 1.5 Irreducible representations . . . . . . . 1.6 Extensions of
-maps . . . . . . . . . . 1.7 Orthogonal maps . . . . . . . . . . . . 1.8 Equivariant homotopy groups of spheres 1.9 Symmetries and differential equations . 1.10 Bibliographical remarks . . . . . . . . .

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Equivariant Degree 2.1 Equivariant degree in finite dimension 2.2 Properties of the equivariant degree . 2.3 Approximation of the
-degree . . . . 2.4 Orthogonal maps . . . . . . . . . . . 2.5 Applications . . . . . . . . . . . . . . 2.6 Operations . . . . . . . . . . . . . . . 2.6.1 Symmetry breaking . . . . . . 2.6.2 Products . . . . . . . . . . . 2.6.3 Composition . . . . . . . . . 2.7 Bibliographical remarks . . . . . . . .

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59 59 61 67 69 72 77 78 78 79 85

Equivariant Homotopy Groups of Spheres 3.1 The extension problem . . . . . . . . . 3.2 Homotopy groups of
-maps . . . . . . 3.3 Computation of
-classes . . . . . . . . 3.4 Borsuk–Ulam results . . . . . . . . . . 3.5 The one parameter case . . . . . . . . . 3.6 Orthogonal maps . . . . . . . . . . . . 3.7 Operations . . . . . . . . . . . . . . . . 3.7.1 Suspension . . . . . . . . . . .

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86 86 102 108 119 136 156 165 165

x

Contents

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171 180 188 195

Equivariant Degree and Applications 4.1 Range of the equivariant degree . . . . . . . . . . . . . . . . . . . . 4.2
-degree of an isolated orbit . . . . . . . . . . . . . . . . . . . . . . Example 2.6. Autonomous differential equations . . . . . . . . . . . Example 2.7. Differential equations with fixed period. . . . . . . . . Example 2.8. Differential equations with first integrals. . . . . . . . . Example 2.9. Time dependent equations. . . . . . . . . . . . . . . . Example 2.10. Symmetry breaking for differential equations. . . . . . Example 2.11. Twisted orbits. . . . . . . . . . . . . . . . . . . . . . 4.3
-Index for an orthogonal map . . . . . . . . . . . . . . . . . . . . . Example 3.4. Bifurcation. . . . . . . . . . . . . . . . . . . . . . . . Example 3.5. Periodic solutions of Hamiltonian systems. . . . . . . Example 3.6. Spring-pendulum systems. . . . . . . . . . . . . . . . 4.4
-Index of a loop of stationary points . . . . . . . . . . . . . . . . . Example 4.1. The classical Hopf bifurcation. . . . . . . . . . . . . . Example 4.3. Hopf bifurcation for autonomous differential equations. Example 4.4. Hopf bifurcation for autonomous systems with symmetries. . . . . . . . . . . . . . . . . . . . . . . . . . . . Example 4.5. Hopf bifurcation for time-dependent differential equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Example 4.6. Hopf bifurcation for autonomous systems with first integrals. . . . . . . . . . . . . . . . . . . . . . . . . . . Example 4.7. Hopf bifurcation for equations with delays. . . . . . . 4.5 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . .

197 197 211 222 232 234 237 238 240 245 255 256 266 288 289 301

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3.7.2 Symmetry breaking 3.7.3 Products . . . . . 3.7.4 Composition . . . Bibliographical remarks . .

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303 304 308 324 325

Appendix A Equivariant Matrices

327

Appendix B Periodic Solutions of Linear Systems

332

Bibliography

337

Index

359

Introduction

Nonlinearity is everywhere. But few nonlinear problems can be solved analytically. Nevertheless much qualitative information can be obtained using adequate tools. Degree theory is one of the main tools in the study of nonlinear problems. It has been extensively used to prove existence of solutions to a wide range of equations. What started as a topological (or combinatorial) curiosity has evolved into a variety of flavors and represents, nowadays, one of the pillars, together with variational methods, of the qualitative treatment of nonlinear equations. In the simplest situation, the “classical” degree of a continuous map f (x) from n R into itself with respect to a bounded open set  such that f (x) is non-zero on ∂ is an integer, deg(f ; ), with the following properties: (a) Existence. If deg(f ; ) = 0, then f (x) = 0 has a solution in . (b) Homotopy invariance. If one deforms continuously f (x), without zeros on the boundary, then the degree remains constant. (c) Additivity. If  is the union of two disjoint open sets, then deg(f ; ) is the sum of the degrees of f (x) with respect to each of the pieces. If one has in mind studying a set of equations, those properties have a striking conceptual importance: a single integer gives existence results by loosening the rigidity of the equations and allowing deformations (and not only small ones). In other words, one does not need to solve explicitly the equations in order to get this information and one may obtain it by deforming the equations to a simpler set for which one may easily compute this integer. Furthermore, one has a certain localization of the solutions or one may obtain multiplicity results for these solutions. Thus, in dimension one, the degree is another way to view the Intermediate Value Theorem of Calculus and, in dimension two, it is nothing else than the winding number of a vector field, familiar from Complex Analysis. If, furthermore, one requires the property (d) Normalization. The degree of the identity with respect to a ball containing the origin is 1, then, one may show that the degree is unique. Now there are many ways to construct the degree. As a consequence of the uniqueness, they are all equivalent and depend more on the possible application or on the particular taste of the user. For instance, one may take a combinatorial approach, or

xii

Introduction

analytical (through perturbations or integrals), or topological (homotopical, cohomological) or an approach from fixed point theory. Classical degree theory, or Brouwer degree, would have remained a simple curiosity if it were not for the extension to infinite dimensional problems, in particular to non-linear differential equations. This extension has required some compactness, starting from the Leray–Schauder degree with compact (or completely continuous) perturbations of the identity, continuing with k-set contractions, A-proper maps, 0-epi maps (these terms will be defined in Chapter 1) and so on. In most of these extensions the compactness is used to construct a good approximation by finite dimensional maps. One of the by-products of the construction presented here is to pinpoint a new way to see where the compactness is used. Now the subject of this book is also that of symmetry. This is a basic concept in mathematics and words like symmetry breaking, period doubling or orbits are familiar even outside our discipline. In fact, many problems have symmetries: in the domains and in the equations. Very often these symmetries are used in order to reduce the set of functions to a special subclass: for instance look for odd (or even) solutions, or radial, or independent of certain variables. They are also used to avoid certain terms in series expansions or, in connection with degree theory, in order to get some information on this integer, the so-called Borsuk–Ulam results. However, since any continuous (i.e., not necessarily respecting the symmetry) perturbation is allowed, the ordinary degree will not give a complete topological information. This very important point will be clearer once the equivariant degree is introduced and computed in many examples. In this book we shall integrate both concepts, that of a degree and that of symmetry, by defining a topological invariant for maps which commute with the action of a group of symmetries and for open sets which are invariant under these symmetries, i.e., for equivariant maps and invariant sets. More precisely, a map f (x), from Rn to Rm for instance or between two Banach spaces, is said to be equivariant under the action of
(a compact Lie group, for technical reasons) if f (γ x) = γ˜ f (x) for all γ in
, where γ and γ˜ represent the action of the element γ in Rn and Rm respectively. Think of odd maps (γ = γ˜ = − Id) or even maps (γ = − Id, γ˜ = Id), or any matrix γ expressed in two bases. The set  will be called invariant if, whenever x is in , then the whole orbit
x is also in . By looking only at maps with these properties, including deformations of such maps, one gets an invariant, deg
(f ; ), which is not an integer anymore (unless m = n,
= {e}, in which case one recovers the Brouwer degree) but with properties (a)–(c) valid and (d) replaced by a universality property. Since the construction of this equivariant degree is quite simple, we shall not resist the temptation to present it now. Let f (x) be an equivariant map, with respect to the actions of a group
, defined in an open bounded invariant set  and non-zero on ∂. Since  is bounded, one may choose a very large ball B containing it. Then one constructs an equivariant extension f˜ of f to B. The new map f˜(x) may have

xiii

Introduction

¯ new zeros outside . One takes an invariant partition of unity ϕ(x) with value 0 in  ˜ and 1 outside a small neighborhood N of , so small that on N\ the map f (x) is non-zero (it is non-zero on ∂). Take now a new variable t in I = [0, 1] and define fˆ(t, x) = (2t + 2ϕ(x) − 1, f˜(x)). It is then easy to see that fˆ(t, x) = 0 only if x is in  with f˜(x) = f (x) = 0 and, since ϕ(x) = 0, one has t = 1/2. In particular, the map fˆ(t, x) is non-zero on ∂(I × B) and defines an element of the abelian group (this group will be studied in Chapter 1) 
Sn (S m ) of all
-equivariant deformation (or homotopy) classes of maps from ∂(I × B) into Rm+1 \{0}. We define the
-equivariant degree of f (x) with respect to  as the class of fˆ(t, x) in 
Sn (S m ): deg
(f ; ) = [fˆ]
. This degree turns out to have properties (a)–(c), where having non-zero degree here means that the class [fˆ]
is not the trivial element of 
Sn (S m ). Furthermore, by construction, this degree has the Hopf property, which is that if  is a ball and [fˆ]
is trivial, then f |∂ has a non-zero
-equivariant extension to . In other words, deg
(f ; ) gives a complete classification of
-homotopy types of maps on spheres. This property implies also that deg
(f ; ) is universal in the sense that, if one has another theory which satisfies (a)–(c) such that, for a map f and a set , one has a non-trivial element, then deg
(f ; ) will be non-zero. The simplest example is that of a non-equivariant map from Rn into itself. Then we shall see that [fˆ]
is the Brouwer degree of fˆ with respect to I × B. Since fˆ is not zero on I × (B\), this degree is that of fˆ with respect to I × , where fˆ is a product map. A simple application of the product theorem implies that [fˆ]
= deg(f ; ), a result which is, of course, not surprising but which indicates that our approach has the advantage of a very quick definition, with an immediate extension to the case of different dimensions, including infinite ones. A second simple example is that of a Z2 -action on Rn = Rk × Rn−k = Rm , where x = (y, z) and f (y, z) = (f0 (y, z), f1 (y, z)) with f0 even in z and f1 odd in z. It turns out that in this case Zn2 (S n ) ∼ = Z × Z, and that deg (f ; ) is given by two Z2

S

integers: deg(f0 (y, 0);  ∩ Rk ) and deg(f ; ). As a consequence of the oddness of f1 , with respect to z, one has f1 (x, 0) = 0 and it is clear that these two integers are well defined. The set {x, 0} is the fixed point subspace of the action of Z2 and it is not surprising that these two integers are important. What is less intuitive is that if  is a ball then these two integers characterize completely all Z2 -maps defined on . A third example is that of an S 1 -action on Rk × Cm1 × · · · × Cmp , where S 1 leaves k R fixed and acts as exp(inj ϕ), for j = 1, . . . , p, on each complex coordinate of Cmj . This is an important example because if one writes down the autonomous equation dX − f (X) = 0, dt

X in Rk ,

xiv

Introduction


for X(t) = Xn eint , that is for 2π -periodic functions, then the fact that f (X) does not depend on t implies that its component fn (X) on the n-th mode has the property that fn (X(t + ϕ)) = einϕ fn (X(t)), i.e., the equation is equivalent to an S 1 -equivariant problem (infinite dimensional). It turns out that, in this case, degS 1 (f ; ) is a single integer given by deg(f |Rk ; |Rk ), i.e., by the invariant part of f . This is a slightly disappointing result but it can also be viewed as indicating that points with large orbits, in the sense of positive dimension, corresponding to the complex coordinates do not count when classifying the
-equivariant classes. This is a general fact which will be true for any group. Thus, in this particular example, one will have new invariants if the domain has (at least) one more dimension than the range, i.e., f is a function of a parameter ν and of X. In the case of differential equations, the extra parameter ν may come from a rescaling of time and represent the frequency. This occurs when one looks for periodic solutions of unknown period. In that case, it turns out that 1 SS n+1 (S n ) ∼ = Z2 × Z × Z × · · ·

with one Z, giving an integer for each type of one-dimensional orbits, and Z2 , an orientation, corresponding to the invariant part. It is clear that we now have a much richer structure, which will lead to a host of applications, ranging from Hopf bifurcation to period doubling and so on. For instance, one may perturb an autonomous differential equation by a small time-periodic function. Then one may see what happens to the 1 invariants in SS n+1 (S n ), where one forgets about the S 1 -action, i.e., in S n+1 (S n ) ∼ = Z2 . Of course, one could also break the symmetry by adding a (2π/p)-periodic perturbation, giving rise to other types of invariants. A last example would be that of the action of a torus T n , or of the largest torus in a general group. If this torus is generated by the phases ϕ1 , . . . , ϕn , each in [0, 2π ], one may look at
-equivariant maps f (x) which have the additional property of being orthogonal. This means that f (x) · Aj x = 0,

j = 1, . . . , n,

where Aj is the infinitesimal generator corresponding to ϕj . This situation occurs when one considers gradients of invariant functionals: if f (x) = ∇ϕ(x), where ϕ(γ x) = ϕ(x), then, by differentiating with respect to ϕj , one obtains this orthogonality. For instance, this is the situation for Hamiltonian systems, where one of the orthogonality relations is the conservation of energy. For such
-orthogonal maps one may repeat the construction of the degree and obtain a new invariant deg⊥ (f ; )

in 
⊥S n (S n ),

a group which is much larger than 
Sn (S n ). In fact, it is a product of Z’s, one for each orbit type, independent of the dimension of the orbit, as we shall describe below, by

Introduction

xv

relating this new degree to “Lagrange multipliers”. One may look at zeros of the map  f (x) + λj Aj x = 0, where if
one takes the scalar product with f (x) one obtains a zero of f (x) and the relation λj Aj x = 0. In particular, if, for some x, the Aj x’s are linearly independent, this implies that λj = 0. Of course, this linear independence depends on x, but the introduction of these multipliers will enable us to compute completely the group 
⊥S n (S n ). It is now time to have a closer look at the content of the book. We shall do so by pointing out the parts which may be of special interest to a given group of readers. As explained in the Preface, we have tried to write a book as self-contained as possible. This implies that the first chapter is devoted to a collection of some simple facts from different fields which are needed in the book. Thus we introduce group actions, equivariant maps, averaging and irreducible representations, in particular, Schur’s Lemma and its consequences. This is all which will be needed from Representation Theory. From the point of view of Topology, one of our main tools will be that of extensions of equivariant maps. There is a special extension for orthogonal maps. A full proof is given in Theorem 7.1, using the Gram–Schmidt orthogonalization process. We give also the definition and some basic properties of equivariant homotopy groups of spheres, the groups where our degrees live. The last section in the chapter is a review of some of the results from Analysis, in particular, Ordinary Differential Equations, which will be needed in the last chapter. Thus we integrate a quick survey of Bifurcation Theory, Floquet Theory (also expanded in Appendix B), Hamiltonian systems and the special form of orbits arising in these problems (twisted orbits). Hence, an expert in any of these fields should only glance at some of these results in order to get acquainted with our notation, and look at some of the examples. For a reader who is not familiar with these subjects, we hope that (s)he will find all the necessary tools and acquire a working knowledge and a good intuition from this chapter. In this brief description of the first chapter, we left out the second section on the fundamental cell. This construction, explained here for abelian groups, is the key to most of the work on equivariant homotopy groups. It says that one may find a region in Rn , made of sectorial pieces, such that, if one has any continuous function defined on the cell with some symmetry properties on its boundary, then one may extend the map to the whole space, using the action of the group. Think of a map defined on a half-space and extended as an odd map or of a map defined on a sector in C of angle (2π/n). The second chapter is devoted to the definition and study of the basic properties of the equivariant degree. Furthermore, we show how this degree may be extended to infinite dimensions by approximations by finite dimensional maps, à la Leray– Schauder, and how one may define the orthogonal degree. Next, we present abstract applications to continuation and bifurcation problems and, finally, we study the usual

xvi

Introduction

operators on our degree: symmetry breaking, products and composition, operations which will be studied more deeply in the next chapter and applied in the last chapter. Of course, this chapter is the abstract core of the book. Chapter 3 has a more topological flavor. In it we compute the equivariant homotopy groups of spheres, in the particular case of abelian groups. The reason for this choice is that we are able to give explicit constructions of the generators for the groups with elementary arguments (although sometimes lengthy). Thus, anyone should be able to follow the proofs. The basic idea is that of obstruction theory, that is, of extension of maps. The program is to start from an equivariant function which is nonzero on a sphere ∂B and see under which conditions one may construct an extension inside the sphere, first to the fundamental cell where one has either an extension, if the dimension is low enough, or a first obstruction given by some Brouwer degree, or secondary obstructions which are not unique but may be completely determined. Then, one uses the group action to extend the map to the whole ball B. Finally, the homotopy group structure enables one to subtract a certain number of generators and write down any map as a sum of multiples of explicit generators. These multiples will be the essence of the degree. In order to make this program a reality, we work stage by stage. (Here, we ask the reader to allow us to use some technical arguments so that we may illustrate the range of ideas developed in the book.) The first step is to consider a map which is
equivariant and non-zero on ∂B H and on the union of all B K , such that H is a subgroup H stands for the ball in the subspace fixed by H . In particular, of K, and where B  all points in B H \ B K have the same orbit type H , and extensions are completely determined by the behavior on the boundary of the fundamental cell. Hence, if the map is between the spaces V H and W H , the fundamental cell has dimension equal to dim V H −dim
/H , and, if this difference is less than dim W H , one always has a nonzero extension, while if one has equality one obtains a first obstruction: the degree of the map on the boundary of the fundamental cell. This is the content of Theorem 1.1. The next step is to give conditions under which this obstruction is independent of the previous extensions. One obtains a well-defined extension degree. The 
-maps defined  next step is to continue this extension process to non-zero from ∂B H with dim
/H = k, which are also non-zero on B K for K with dim
/K < k. For this purpose the concept of complementing maps is quite important. We show that essentially this set of maps behaves as a direct sum of maps characterized by the extension degrees. The final step is to go on for all k’s which meet the hypothesis. For instance, if V = Rk × W , then one proves that 
SV (S W ) = k−1 × Z × Z × · · · , with one Z for each orbit type H with dim
/H = k and k−1 concerns only orbits of dimension lower than k. The next question is the following. Given a map, how does one compute its decomposition into the direct sum? This is done in two different ways: either by approximations by normal maps (a topological substitute to Sard’s lemma) or by

Introduction

xvii

looking at global Poincaré sections. One may relate the Z-components in the above decomposition to ordinary degrees (see Corollary 3.1 in Chapter 3). The fourth section is devoted to Borsuk–Ulam results, that is to the computation of the ordinary degree of an equivariant map. The purpose of this section is to show how the extension ideas can be used in this sort of computations. The next section treats the case of maps from R × W into W , which is particularly important when one breaks the S 1 -symmetry, for instance for an autonomous differential equation with unknown period by perturbing it by a (2π/p)-periodic field. We compute then 0 , in the above formula, and prove that now there are obstructions for extensions to the faces of the fundamental cell and to the body of that cell. For each H with
/H finite one has a classification of the secondary obstructions in a group isomorphic to Z2 ×
/H , with explicit generators according to the different presentations of
/H . The sixth section deals with the computation of the homotopy group of spheres for
-orthogonal maps, proving that 
⊥S V (S V ) = Z × Z × · · · , with one Z for each orbit type, independent of its dimension. This is done via the Lagrange multipliers already mentioned, and the reader will guess why the case of
-equivariant maps with parameters, from Rk × W onto W , is important here. The last section of Chapter 3 deals with operations: suspension, products, composition and symmetry breaking. That is, what happens to the explicit generators under one of these operations. As we have already said this third chapter is more topologically inclined. A reader more interested in applications should only look at the statements of the results, which will be used in the last chapter, and see some of the examples. However, we would like to make a few points. Our entire construction relies on a single basic fact: a map from a sphere into a higher dimensional sphere has a non-zero extension to the ball, while, if the dimensions are equal, one has a unique “obstruction”, an integer, for extension (and other invariants if the dimension of the range is lower). From this, with “elementary” but explicit arguments, and with no algebraic machinery, we obtain surprising new results which may be understood by any non-specialist. Of course, there is a price to be paid: our actions are linear and the groups are abelian (the non-abelian case may be dealt with in a similar, but less explicit way). On the other hand, our pedestrian approach stresses some new concepts, like those of complementing maps, normal maps and global Poincaré sections, which may be useful in a more abstract context. In short, independently of the reader’s background, we believe that this chapter may be useful and interesting to anyone. The last chapter is essentially devoted to applications, although the first section states that any element in 
SV (S W ) is the
-degree of a map defined on a reasonable . Now, in order to be useful, a degree should be computable in some simple generic cases, for instance for an isolated orbit or an isolated loop of orbits. For the case of an isolated orbit, the natural hypothesis is to assume that 0 is a regular value. (We recall

xviii

Introduction

here our introductory remarks: one does not have to consider the nonlinear equation under study, but a, hopefully, simpler equation where one may look at these generic situations.) This leads to approximation by the linearization of the map at the orbit. The simplest case is when one has a stationary solution, or, even better, a family of such solutions, leading to bifurcation. In this case, the
-index is given by the sign of determinants of the linearization on the fixed point subspace of
and on the subspaces where
acts as Z2 , giving conditions for period doubling. The next case is when the isolated orbit has an orbit type which is not the full group. For this sort of solution, we obtain an abstract result (Theorem 2.4) and the
-index is given in terms of the spectrum of the linearization, à la Leray–Schauder, but with many of these indices. This abstract result is applied to autonomous differential equations of unknown period or of fixed period but with an extra parameter, or with a first integral. One may then perturb this autonomous differential equation with a time-periodic function and obtain subharmonics or phase locking phenomena. If the autonomous differential equation has also a geometrical symmetry, then one obtains twisted orbits. We are phrasing this part of the introduction in a way which will be easily recognizable by a reader familiar with low dimensional dynamical systems. However, each specific behavior will be explained in that chapter. A similar situation occurs for orthogonal maps. In that case the orthogonal index has components which are of the previous type (i.e., leading to period doubling) and a new type given by a full Morse index, i.e., the number of negative eigenvalues of a piece of the linearization. This is applied to Hamiltonian systems of different types, where variational methods give also invariants depending on Morse numbers. In the present case it is the orthogonality which brings in this invariant. In order to show how to apply our degree, we give the complete study of two springpendulum systems. We hope that this example makes the point of the usefulness of the equivariant degree approach and we challenge the reader to guess (a priori) the type of solution we obtain. The final section deals with the index of a loop of stationary solutions, with applications to Hopf bifurcation, systems with first integrals and so on. It is important to point out that all our examples (except a very simple retarded differential equation) come from Ordinary Differential Equations. The main reason for this choice is to avoid technicalities. It should be clear to anyone interested in Partial Differential Equations, for instance, how to adapt these result to many situations. For example, replace Fourier series by eigenfunctions expansions or other Galerkin-type approximations. Another reason for this choice is that the reader may easily see how the degree arguments are used to obtain information on the solutions of a nonlinear equation in an integrated way, that is, with the same tool in different situations (and not with ad hoc degrees), and see what happens if one modifies the conditions of the problem, as in symmetry breaking. Here, we would like to stress the Hopf property, i.e., that, if the degree is zero, then it is likely that one may perturb the problem (in the sense of extensions of maps) so that the new problem has no solutions. This property and the global picture which enables one to relate two different solutions or two different problems, is one of

Introduction

xix

the main conceptual contributions of degree theory. Of course, we are not computing the actual solutions (nothing is for free), although it would be interesting to adapt the homotopy numerical continuation methods to equivariant problems. Each chapter has a final section on bibliographical remarks. We have tried to indicate some other approaches to the subject matter of this book. However, it is clear that most of this book is based on the authors’ research in the last 15 years. It is also clear that there is still much to do. For instance, perform similar computations for actions of non-abelian groups with its endless list of applications. Similarly, there are more or less straightforward extensions (we have mentioned several times the word k-set contraction) or applications to P.D.E.’s (essentially some technical problems) and many more. We hope that this book will serve as an incentive for the reader to follow up in that direction. A last technical point: theorems, lemmas, remarks and examples are listed independently. For instance Theorem 5.2 refers to the second theorem in Section 5 of the chapter. When referring to a result from another chapter, this is done explicitly: for instance, Theorem 5.2 of Chapter 1. On the other hand, our notations are standard, but we would like to emphasize a particular one (maybe not too familiar): H < K means that H is a subgroup of K (and could be K itself).

Chapter 1

Preliminaries

As mentioned in the Introduction, the main purpose of this chapter is to collect some of the most useful definitions and properties of actions of compact Lie groups on Banach spaces, as well as the elements of homotopy theory and some facts about operators which will be most frequently used in this book. Thus, the reader will find here almost all the results needed in this text. The expert will have only to glance at the definitions in order to get acquainted with our notation.

1.1

Group actions

In the whole book
will stand for a compact Lie group (the reader will see below which properties of a Lie group are used here). Definition 1.1. A Banach space E is a
-space or a representation of the group
, if there is a homeomorphism ρ of
into GL(E), the general linear group of (linear) isomorphisms over E. In this case, we say that
acts linearly on E, via the action ρ(γ )x, such that ρ(γ γ  ) = ρ(γ )ρ(γ  ), ρ(e) = Id . When no confusion is possible, we shall denote the action simply by γ . Example 1.1. Let E = Rn × Rm and
= Z2 = {−I, I } with ρ(−I )(X, Y ) = (−X, Y ).

(1.1)

Example 1.2. If E = C and
= Zm = {0, 1, . . . , m − 1} is the additive group of the integers modulo m, let ρ(k)z = e2π ikp/m z,

where p is a fixed integer.

(1.2)

Example 1.3. If E = C and
= S 1 = R/2π = {ϕ ∈ [0, 2π )}, then one may have ρ(ϕ)z = einϕ z for some integer n.

(1.3)

2

1 Preliminaries

Example 1.4. If E = C and
= T n × Zm1 × · · · × Zms = {(ϕ1 , . . . , ϕn , k1 , . . . , ks ) with ϕj ∈ [0, 2π), 0 ≤ kj < mj }, then one may have ρ(γ )z = exp i

n 

nj ϕj + 2π

1

s 

 kj lj /mj z,

(1.4)

1

where nj and lj are given integers. Remark 1.1. We shall see below that this is the general case of an irreducible representation of any compact abelian Lie group. It is easy to see that if Zm acts on C, then ρ(m) = 1 = ρ(1)m and ρ(1) must have the form given in (1.2). Since the same argument applies to S 1 acting on C, then any
given by an abelian product as in (1.4), must act on C as in that formula. On the other hand if Zm acts non-trivially on R, then m is even and ρ(1) = −1, while S 1 may act only trivially on R, i.e., ρ(ϕ) = ρ(ϕ/N)N , take N so large that the continuity of ρ implies that ρ(ϕ/N), being close to 1, must be positive. Hence, ρ(ϕ) is always a positive number. Since ρ(2π ) = 1 = ρ(2π/N)N one gets ρ(2π/N) = 1 and ρ(2πp/q) = ρ(2π/q)p = 1 and by denseness of Q in R, one obtains ρ(ϕ) ≡ 1. For convenience in the notation, we shall very often use (1.4) to denote also the action of
on R, with the convention that, in that case, nj = 0, lj is a multiple of mj /2 if mj is even, or lj = 0 if mj is odd. 0 (RN ) be the space of continuous, 2π -periodic functions Example 1.5. Let E = C2π N on R with the uniform convergence norm. The group
= S 1 may act on E as

ρ(ϕ)X(t) = X(t + ϕ) i.e., as the time shift. One may also set this action in terms of Fourier series by writing X(t) =

∞ 

Xn eint ,

−∞

with Xn ∈ CN , X−n = X¯ n (since X(t) ∈ RN ). For the Fourier coefficients Xn one has the equivalent action: ρ(ϕ)Xn = einϕ Xn . (1.5)

Definition 1.2. Let E be a
-space and x ∈ E be given. The isotropy subgroup of
at x is the set
x = {γ ∈
: γ x = x}, which is a closed subgroup of
. Definition 1.3. The action of
on E is said to be free if
x = {e} for any x ∈ E\{0}. The action is semi-free if
x = {e} or
for any x ∈ E.

1.1 Group actions

3

For instance, in Example 1.1,
(X,Y ) = Z2 if and only if X = 0 and the action is semi-free. In Example 1.2, the action is free only if p and m are relatively prime (denoted as (p : m) = 1), while if p/m = q/n with (q : n) = 1, then
z = Zm/n = {k = sn, s = 0, . . . , m/n − 1}. In Example 1.3, one has
z = ZN = {ϕ = k/N, k = 0, . . . , N − 1}. The case of Example 1.4 will be given below in Lemma 1.1. Definition 1.4. The element x ∈ E is called a fixed point of
if
x =
. The subspace of fixed points of
in E is denoted by E
. If H is a subgroup of
then E H = {x ∈ E : γ x = x for any γ ∈ H } is a closed linear subspace of E. Notation 1.1. If H is a subgroup of K, we shall write H < K. Note that if H < K, then E K ⊂ E H . Definition 1.5. If H <
, the normalizer N (H ) of H is N (H ) = {γ ∈
: γ −1 H γ ⊂ H } and the Weyl group W (H ) of H is W (H ) = N(H )/H. Note that if
is abelian, then N (H ) =
. Also, if x ∈ E H , then γ x ∈ E H for any γ ∈ N(H ), since γ1 γ x = γ γ2 x = γ x for some γ1 and γ2 in H . Hence γ x is fixed by the action of H . Furthermore, if H =
x for some x and γ x ∈ E H for some γ , then it is easy to see that γ belongs to N (H ), i.e., N (H ) is the largest group which leaves E H invariant. Moreover, if
is abelian, then N (H ) =
and E H is
-invariant. Let us now consider the case of Example 1.4. Lemma 1.1. Let
= T n × Zm1 × · · · × Zms act on C via exp i(N, / + 2π K, L/M),

˜ j , with l˜j where N, / = n1 nj ϕj and K, L/M = s1 kj lj /mj . If lj /mj = l˜j /m and m ˜ j relatively prime, let m ˜ be the least common multiple of the m ˜ j ’s (l.c.m) and
set |N| = n1 |nj |. Then: ˜ [2π ], and any other K gives (a) If L = 0, there is K0 such that K0 , L/M ≡ 1/m, an action of the form q/m ˜ for some q ∈ {0, . . . , m ˜ − 1}. In particular, if N = 0 and H is the isotropy subgroup, then W (H ) ∼ = Zm˜ . (b) If N  = 0, the congruence N, / ≡ 0, [2π], gives |N| hyperplanes in T n . In particular, if L = 0, then W (H ) ∼ = S 1 = T /Z|N | . (c) If L  = 0 and N = 0, then W (H ) ∼ = S 1 = T /Zm|N ˜ |.

4

1 Preliminaries

˜m Proof. (a) If s = 1, then k l/ ˜ is an integer if and only if k is a multiple of m ˜ and ˜m 2πik l/ ˜ gives m ˜ distinct roots of unity, hence the result is clear. e ˜ j ≡ k˜j /m ˜ j , with 0 ≤ k˜j < m ˜j If s = 2, from the preceding case, one has kj l˜j /m ˜ ˜ and one has to consider k1 /m ˜ 1 + k2 /m ˜ 2 . Now, m ˜ = p1 m ˜ 1 = p2 m ˜ 2 , with p1 and p2 relatively prime by the definition of a l.c.m. Thus, there are integers α1 , α2 such that α1 p1 + α2 p2 = 1, where α1 and α2 have opposite signs. Assume that α1 > 0. ˜ 1 and get α1 = a1 m ˜ 1 + k10 , with a1 ≥ 0 and 0 ≤ k10 < m ˜ 1 . Likewise, Divide α1 by m 0 ˜ 2 − k2 , with a2 ≥ 0 and 0 ≤ k20 < m ˜ 2 . Then, p1 k10 + p2 k20 = −α2 = (a2 + 1)m α1 p1 + α2 p2 + (a2 + 1 − a1 )m, ˜ defining K0 in this case. For any other pair (k˜1 , k˜2 ), ˜ ˜ we have k1 /m ˜ 1 + k2 /m ˜ 2 = (p1 k˜1 + p2 k˜2 )/m ˜ ≡ (p1 k˜1 + p2 k˜2 )(k10 /m ˜ 1 + k20 /m ˜ 2 ), proving the result for s = 2. For the general case, assume the result true for s − 1. Let m ˆ be the l.c.m. of ˜ s−1 ) and m ˜ be the l.c.m. of m ˆ and m ˜ s . We have (m ˜ 1, . . . m s−1 

˜m ˜m kj l˜j /m ˜ j + k l/ ˜ s ≡ q0 /m ˆ + k l/ ˜ s,

1

where q0 is given by the induction hypothesis in such a way that s−1 

kj0 l˜j /m ˜ j ≡ 1/m ˆ

and

kj = q0 kj0 .

1

One is then reduced to the two “modes” case. (b) For the action of T n , one has that N, / spans an interval of length 2π |N|. The congruence N, / ≡ 0, [2π ], gives |N| parallel hyperplanes in T n . One may change ϕj to 2π − ϕj whenever Nj is negative, defining an isomorphism of T n for which all Nj ’s are positive. Then, N, / = |N |ϕ, with 0 ≤ ϕ < 2π/|N|, will give that, if L = 0, then H ∼ = S 1 = T /Z|N | . = T n−1 ×Z|N| ×Zm1 ×· · ·×Zms with W (H ) ∼ (c) In general, one may write N, / + 2π K, L/M as |N|ϕ + 2π q/m, ˜ with 0 ≤ q < m, ˜ ϕ in [0, 2π/|N|). The relation |N |ϕ + 2π q/m ˜ = 2kπ will give ϕ = N, //|N| = 2kπ/|N| − 2π q/m|N ˜ | which represents m|N| ˜ different par1 = T /Z ∼ and W (H ) S allel hyperplanes in T n . Thus, H ∼ = T n−1 × Zm|N = ˜ | m|N ˜ |.  Definition 1.6. An isotropy subgroup H is maximal if H is not contained in a proper isotropy subgroup of
. Lemma 1.2 (Golubitsky). If H is a maximal isotropy subgroup of
and E
= {0}, then W (H ) acts freely on E H \{0}. Proof. In fact, if γ x = x for some x = 0 in E H and some γ ∈ N (H )/H , then
x ⊃ H ∪ {γ }. Hence, from the maximality of H , one has
x =
, but then  x ∈ E
= {0}.

5

1.2 The fundamental cell lemma

Remark 1.2. The groups which act freely on Euclidean spaces have been completely classified: a reduced number of finite groups, S 1 and N(S 1 ) in S 3 and S 3 (see [Br] p. 153). For an abelian group with an action given by (1.4), one has H = {e}, i.e., W (H ) =
, only if either n = 0, s = 1 and the action of Zm is given by e2πikp/m , with p and m relatively prime (hence m ˜ = m), or n = 1, s = 0, |N| = 1, with an action of S 1 given by eiϕ (see Lemma 1.1). Definition 1.7. The orbit of x under
is the set
(x) = {γ x ∈ E : γ ∈
}. It is easy to see that
(x) is homeomorphic to
/
x , that
γ x = γ
x γ −1 (in particular
γ x =
x if
is abelian) and that the orbits form a partition of E. The set E/
is the orbit space of E with respect to
. Definition 1.8. Two points x and y have the same orbit type H if there are γ0 and γ1 such that H = γ0−1
x γ0 = γ1−1
y γ1 . If E is finite dimensional, then it is clear that there are only a finite number of orbit types. Definition 1.9. The set of isotropy subgroups for the action of
on E will be denoted by Iso(E).

1.2 The fundamental cell lemma In this section we shall assume that one has a finite dimensional representation V of n that any X in V is the abelian group

= T × Zm1 × · · · × Zms in∼such a way written as X = xj ej , where xj ∈ C if W (
ej ) = Zp or S 1 , p > 2, or xj ∈ R if W (
ej ) = {e} or Z2 . The action of
on the elements of the basis is given by γ ej = exp i(N j , / + 2π K, Lj /M)ej , as in (1.4) and Remark 1.1, with j

j

j

j

N j = (n1 , . . . , nn )T and Lj /M = (l1 /m1 , . . . , ls /ms )T .
 Then γ X = xj γ ej and γ X = X gives γ ej = ej if xj  = 0. Hence,
X =
ej , where the intersection is over those j ’s for which xj  = 0. Thus, W (
ej ) < W (
X ). n

Lemma 2.1. V T = {X ∈ V : W (
X ) < ∞}. Proof. If W (
X ) is finite, then W (
ej ) is a finite group and
ej contains T n . In this n case,
X contains also T n , that is, X belongs to V T . Conversely, if X is fixed by T n , then W (
X ) is a factor of Zm1 × · · · × Zms and hence is finite.  Denote by Hj =
ej and define H˜j −1 = H1 ∩ · · · ∩ Hj −1 , H0 =
. Then Hj −1 acts on the space Vj generated by ej (Vj ∼ = R or C), with isotropy H˜j −1 ∩ Hj = H˜j , if

6

1 Preliminaries

xj = 0, and H˜j −1 /H˜j acts freely on Vj \{0}. Then, from Lemma 1.1, this Weyl group is isomorphic either to S 1 , to {e}, or to Zp , p ≥ 2. Let kj be the cardinality of this group: kj = |H˜j −1 /H˜j |. If the group is S 1 , then kj = ∞, while kj = 1 means that H˜j −1 = H˜j . If kj = 2 and Vj is complex, then Vj splits into two real representations of H˜j −1 /H˜j ∼ = Z2 , while if Vj is real, then kj = 1 or 2. Consider C = {X ∈ V : |xj | = 1 for any j }, a torus in V . Let H = H1 ∩ H2 ∩ · · · ∩ Hm+r be the isotropy type of C, where there are m of the Vj ’ s which are complex and r which are real (hence dim V = 2m + r). Let k be the number of j ’s with kj = ∞. Let 6 = {X ∈ C : 0 ≤ Arg xj < 2π/kj for all j = 1, . . . , m + r}. That is, if kj = 1 there is no restriction on xj (in C or R), while, if kj = ∞, then xj ∈ R+ and, if xj ∈ R and kj = 2, then xj is positive. Let 6V = {X ∈ V : 0 ≤ Arg xj < 2π/kj }. Then 6V is a cone of dimension equal to dim V − k. The set 6V will be called the fundamental cell. It will enable us to compute all the equivariant homotopy extensions and to classify their classes in Chapter 3. Lemma 2.2 (Fundamental cell lemma). The images of 6 under
/H cover properly C (i.e., in a 1-1 fashion). Proof. The proof will be by induction on m + r. If there is only one coordinate, then
/H1 acts freely on V1 \{0}. If this group is S 1 , then the image of e1 under it will generate C, while if this group is Zk1 , k1 ≥ 1, then one has to cut C into k1 equal pieces in order to generate C. If the result is true for n − 1, let C = Cn−1 × {|xn | = 1}, 6 = 6n−1 × {0 ≤ Arg xn < 2π/kn } and write
/H = (
/H˜ n−1 )(H˜ n−1 /H ), recalling that these groups are abelian. By the induction hypothesis, the images of 6n−1 under
/H˜ n−1 cover properly Cn−1 . Furthermore, from the case n = 1, the set {xn : |xn | = 1} is covered properly by the images of {xn : 0 ≤ Arg xn < 2π/kn } under H˜ n−1 /H , a group which fixes all points of Cn−1 . Hence, if (Xn−1 , xn ) is in C, there are γn−1 in
/H˜ n−1 and −1 0 , with X 0 0 γn in H˜ n−1 /H such that Xn−1 = γn−1 Xn−1 n−1 in Cn−1 , γn−1 xn = γn xn , with 0 ≤ Arg xn0 < 2π/kn and γn Xn−1 = Xn−1 . −1 0 ,γ 0 0 Then (Xn−1 , xn ) = (γn−1 Xn−1 n−1 γn−1 xn ) = γn−1 γn (Xn−1 , xn ), i.e., C is covered by the images of 6 under
/H . If (Xn−1 , xn ) = γ1 (X1 , x 1 ) = γ2 (X2 , x 2 ), with (X j , x j ) in 6 and γj in
/H , then (X 1 , x 1 ) = γ1−1 γ2 (X2 , x 2 ). Thus, X 1 = γ X 2 , x 1 = γ x 2 . By the induction hypothesis, X 1 = X2 and γ belongs to H˜ n−1 , but then x 1 = x 2 and γ belongs to H .  This fundamental cell lemma will be the key tool in computing the homotopy groups of Chapter 3.

1.2 The fundamental cell lemma

7

Example 2.1. Let S 1 act on ej via enj ϕ , with nj > 0. Then, Hj = {ϕ = 2π k/nj , k = 0, . . . , nj − 1} ∼ = Znj . Let n˜j = (n1 : · · · : nj ) be the largest common divisor (l.c.d.) of n1 , . . . , nj , then H˜j = {ϕ = 2π k/n˜j , k = 0, . . . , n˜j − 1} ∼ = Zn˜j . Thus, k1 = ∞, kj = n˜j −1 /n˜j . Note that, since
/H = (
/H˜ 1 )×(H˜ 1 /H˜ 2 )×· · ·×(H˜ m+r−1 /H ) if dim
/H = k, then there are exactly k coordinates (which have to be complex) with kj = ∞. In fact, since H˜j is the isotropy subgroup for the action of H˜j −1 on xj , each factor, by Lemma 1.1, is at most one-dimensional. Lemma 2.3. Under the above circumstances, one may reorder the coordinates in such a way that kj = ∞ for j = 1, . . . , k and kj < ∞ for j > k. Proof. Assuming k > 0, there is at least one coordinate with dim
/Hj = 1: if not, Hj > T n for all j ’s and hence H > T n with |
/H | < ∞. Denote by z1 this coordinate, then
/H = (
/H1 )(H1 /H ), with dim H1 /H = k − 1. If H1 /H is a finite group, i.e., k = 1, then one has a decomposition into finite groups with k˜j < ∞ for j > 1. On the other hand, if k > 1, then, by repeating the above argument, one  has a coordinate z2 with H1 /H˜ 2 of dimension 1. The following result will be used very often in the book. Lemma 2.4. Let T n act on V = Cm via exp iN j , /, j = 1, . . . , m. Let A be the m × n matrix with N j as its j -th row. Then: (a) dim
/H = k if and only if A has rank k. (b) Assuming kj = ∞ for j = 1, . . . , k and that the k × k matrix B with Bij = nji , B  ˜ with 8 ˜ = /+9 ˜ ˆ 1 ≤ i, j ≤ k, is invertible, then one may write A/ = D 8, /, T T T T ˜ ,/ ˆ ) and / ˜ = (ϕ1 , . . . , ϕk ). where / = (/ (c) With the same hypothesis, there is an action of T k on Cm , generated by 8 T = j j (81 , . . . , 8k ) such that N j , / = M j , 8, with M j = m1 , . . . , mk  such j that ml = δlj Mj for j = 1, . . . , k, i.e., the action of T k on the first k coordinates reduces to eiMj 8j . Proof. (a) The relation N j , / ≡ 0, [2π ] gives parallel hyperplanes in Rn with dim H = n − k is equivalent to dim ker A = n − k. normal N j . Thus, B C ˜ = −9/ ˆ and (b) Write A = and let 9 = B −1 C. Then, A/ = 0 means / D E ˆ = 0. Since dim ker A = n − k, one has E = D9, ker A = −9/, ˆ / ˆ (E − D9)/ and A/ has the form given in the lemma. (c) Let M be a k × k diagonal matrix suchthat B −1M has integer entries. Define   B M8 −1 k ˜ Then, A/ = 8 = M −1 B 8. D B M8 = DB −1 M8 gives the action of T , once −1 one has noticed that the entries of DB M are integers. 

8

1 Preliminaries

Another simple but useful observation is the following Lemma 2.5. Let T n act on V as before. Then there is a morphism S 1 → T n given by ϕj = Mj ϕ, Mj integers, such that N j , M  ≡ 0, [2π ], unless N j = 0 and 1 n V S = V T . The vector M is (M1 , . . . , Mn )T . Proof. As before, the congruences N j , / ≡ 0, [2π ] give families of hyperplanes with normal N j , if this vector is nonzero. From the denseness of Q in R it is clear that one may find integers (M1 , . . . , Mn ) such that the direction {ϕj = Mj ϕ} is not
j on any of the hyperplanes N j , / = 0, for j = 1, . . . , m. Thus, nl Ml  = 0 and, being an integer, this number cannot be another multiple of 2π , unless N j = 0 and n the corresponding coordinate is in V T .  Definition 2.1. Let K be a subgroup of
(not necessarily an isotropy subgroup) and let H =
ej ⊃ K, where {ej } span V K . We shall call H the isotropy subgroup of V K . Note that K <
ej and that V H = V K . A final technical result is the following: Lemma 2.6. Let H be an isotropy subgroup with dim W (H ) = k. Then there are two isotropy subgroups H and H¯ , both with Weyl group of dimension k, such that H < H < H¯ . The group H¯ is maximal among such subgroups and H is the unique minimal such subgroup. H will be called the torus part of H . Proof. Let H¯ be such a maximal element, for example given by H1 ∩ · · · ∩ Hk as in Lemma 2.3. Then,
/H = (
/H¯ )(H¯ /H ) and H¯ /H is a finite group. If n−k H = T n−k × Zn1 × · · · × Znl , then, from Lemma 2.1 applied to H¯ , one has that V T is the linear space of all points with W (Hx ) finite. If H is the isotropy subgroup of n−k n−k V T , then, since V H is contained in V T , one has that H is a subgroup of H and  contains T n−k (from Definition 2.1) and is clearly unique. Remark 2.1. If A is the matrix generated by the action of T n on V and AH its H H restriction on V H (as in Lemma  B  2.4), then A and A have rank k. Furthermore, from H ˜ with 8 ˜ =/ ˜ + 9/ ˆ and the torus part corresponds Lemma 2.4 (b), A / = D H 8
H ˜ ≡ 0. It is easy to see that on V one has exactly nj = kl=1 nj λl for i > k and to 8 i l i j = 1, . . . , dim V H , where λli , l = 1, . . . , k, i = k + 1, . . . , n are the elements of the k × (n − k) matrix 9.

1.3

Equivariant maps

A look at the heading of this book tells us that perhaps it is time to get started with some formal definitions.

1.3 Equivariant maps

9

Definition 3.1. Let E be a
-space. A subset  of E is said to be
-invariant if for any x in , the orbit
(x) is contained in . Definition 3.2. If B and E are
-spaces, with actions denoted by γ and γ˜ respectively, then a map f : B → E is said to be
-equivariant if f (γ x) = γ˜ f (x) for all x in B. Definition 3.3. Let
act trivially on E. A map f : B → E is said to be
-invariant if f (γ x) = f (x), for all x ∈ B. Example 3.1. Let Z2 act on B = E as −I , then an odd map, f (−x) = −f (x), is Z2 -equivariant. On the other hand, an even map, f (−x) = f (x), with a trivial action on E is
-invariant. In general, if B = B Z2 ⊕ B1 , E = E Z2 ⊕ E1 , with an action of Z2 as −I on B1 and E1 , then an equivariant map f (x0 , x1 ) = (f0 , f1 )(x0 , x1 ), will have the property that f0 (x0 , −x1 ) = f0 (x0 , x1 ) and f1 (x0 , −x1 ) = −f1 (x0 , x1 ). In particular, f1 (x0 , 0) = 0, that is, f maps B Z2 into E Z2 . We shall see below that this is a general property of equivariant maps. 0 (RN ), respectively C 1 (RN ), be the space of continuous, reExample 3.2. Let C2π 2π spectively differentiable, 2π -periodic functions X(t) in RN , with the action ρ(ϕ)X(t) = X(t + ϕ). Let f (X) be a continuous vector field on RN , independent of t. Then dX − f (X) F (X) = dt

is S 1 -equivariant.
In terms of Fourier series, X(t) = Xn eint with X−n = X¯ n , one has the equivalent formulation inXn − fn (X0 , X1 , . . . ), n = 0, 1, 2, . . . ,  2π 1 −int dt. In this case the action of S 1 on with fn (X0 , X1 , . . . ) = 2π 0 f (X(t))e Xn is given by einϕ Xn , and it is an easy exercise of change of variables to see that fn (X0 , eiϕ X1 , ei2ϕ X2 , . . . ) = einϕ fn (X0 , X1 , X2 , . . . ), i.e., that the map F is equivariant. Note that the isotropy group of Xn is the set H = {ϕ = 2kπ/n, k = 0, . . . , n − 1} ∼ = Zn and that V H = {Xm , m = 0 or a multiple of n}. Example 3.3. Let
0 be a group acting on RN and let f (γ0 X) = γ0 f (X) be a
0 equivariant vector field. If
= S 1 ×
0 one may consider the
-equivariant map F (X) =

dX − f (X) dt

10

1 Preliminaries

on the space of 2π -periodic functions in RN . If H is the isotropy subgroup of a Fourier component Xn , then the space V H of “twisted orbits” has an interesting description given in the last section of this chapter. We are going now to describe some of the simplest consequences of the equivariance. Property 3.1 (Orbits of zeros). If f (γ x) = γ˜ f (x) and f (x0 ) = 0, then f (γ x0 ) = 0, for all γ in
. Property 3.2 (Stratification of the space). If f : B → E is
-equivariant, then if H <
, f maps B H into E H . The map f H ≡ f |B H is N(H )-equivariant. Proof. For x in B H and γ in H , one has f (γ x) = f (x) = γ˜ f (x). Hence, f (x) is fixed by H , i.e., it belongs to E H . Now, since N(H ) is the largest group which keeps B H invariant, this implies that γ x is in B H for γ in N(H ) and x in B H , and the remaining part of the statement follows.  Note that, in particular, if
is abelian, then f H is
-equivariant. This simple property implies that one may try to study f by looking for zeros with a given symmetry (for example, radial solutions). It is then convenient to reduce the study to the smallest possible B H , i.e., the largest H , in particular to maximal isotropy subgroups, where one knows that W (H ) acts freely on B H and which are completely classified. If, furthermore, one decomposes B H into irreducible representations of W (H ) (see Section 5), one may determine, not only the linear terms, but also higher order terms in the Taylor series expansion, if the number of representations is small. These ideas have been used extensively, in particular in the physics literature, in order to give normal form expansions. The information obtained this way is very precise but, from the requirements of genericity and low dimension, it does not allow for a complete study of stability, symmetry breaking or period doubling, when one has to consider perturbations with a symmetry different from the one for the given solutions. Hence, in these cases, it is convenient not to fix a priori the symmetry of the solution and to treat the complete equivariant problem. Then one will have a more general vision, but probably less precise. This is the point of view adopted in this book. Property 3.3 (Linearization). If f (γ x) = γ˜ f (x) and f is C 1 at x0 , with
x0 = H , then Df (γ x0 )γ = γ˜ Df (x0 ), for all γ in
. In particular, Df (x0 ) is H -equivariant. Proof. Since f (γ x0 + γ x) − f (γ x0 ) = γ˜ (f (x0 + x) − f (x0 )) = γ˜ Df (x0 )x + · · · ,  one has that f is linearizable at γ x0 and the above formula holds. This implies, if B = E = RN , that Df (γ x0 ) is conjugate to Df (x0 ) with the same determinant.

1.3 Equivariant maps

11

On the other hand, if the dimension of the orbit of x0 is positive, i.e., if dim
/H = k with H =
x0 , then one may choose a differentiable path γ (t), with γ (0) = I, γ  (0) = 0, such that f (γ (t)x0 ) = f (x0 ). Differentiating with respect to t and evaluating at t = 0, one has Df (x0 )γ  (0)x0 = 0. Hence, γ  (0)x0 is in the kernel of Df (x0 ), for each direction γ  (0) such that = 0. Since the orbit is a differentiable manifold, this will be true for any direction tangent to the orbit. Hence one has at least a k-dimensional kernel. For example, if
is abelian and T n acts, as in Example 1.4, by exp iN j , /, then one may take γ (t) = (0, . . . , t, 0, . . . ) i.e., ϕj = 0 except ϕl = t. In this case, γ  (0)x0 is T i(n1l x1 , . . . , nm l xm ) . A property which will be used frequently in this book is the following: γ  (0)x0

Property 3.4 (Diagonal structure). If B = B H ⊕ B⊥ , E = E H ⊕ E⊥ with B⊥ and E⊥ being N (H )-topological complements and f = f H ⊕ f⊥ , then at any xH in B H one has

0 DH f H Df (xH ) = , 0 D ⊥ f⊥ where x = xH ⊕x⊥ and DH , D⊥ stand for differentials with respect to these variables. Proof. One has that



DH f H D⊥ f H . Df (xH ) = D H f⊥ D ⊥ f⊥

From the fact that f⊥ (xH ) = 0, one has DH f⊥ (xH ) = 0. Since the decomposition of B and E is N (H )-invariant (hence H -invariant), the action of H on these spaces is diagonal. The H -equivariance of Df (xH ) implies that D⊥ f⊥ γ = γ˜ D⊥ f⊥ , and D⊥ f H = D⊥ f H γ for any γ in H . Let A denote D⊥ f H , then, since Aγ = A, one has that ker A is a closed H -invariant subspace of B⊥ . Assume there is x⊥ with Ax⊥ = 0. Let V be the subspace of B⊥ generated by x⊥ and ker A. Defining z by the relation γ x⊥ = x⊥ + z(γ ), one has that z is in ker A and for any x = ax⊥ ⊕ y in V (i.e., y belongs to ker A) one gets γ x = ax⊥ + az(γ ) + y, proving that V is also an H -invariant subspace, with ker A as a one-codimensional subspace. This implies (see any book on Functional Analysis) that there is a continuous projection P from V onto ker A. As a matter of fact, we shall prove below (in Lemma 4.4.) that one may take P to be equivariant. Then, if x˜⊥ = (I − P )x⊥ , one has Ax˜⊥ = Ax⊥ (since P x⊥ belongs to ker A) and γ x˜⊥ = (I − P )γ x⊥ , from the equivariance of P , and γ x˜⊥ = k(γ )x˜⊥ since (I − P )V is one-dimensional. Applying A to this relation, one obtains k(γ ) = 1 and x˜⊥ is fixed by H , i.e., x˜⊥ belongs to B H ∩ B⊥ = {0}, a contradiction. Hence A = 0.  For the last property of this section, we shall assume that E is a
-Hilbert space and the action of
is via orthogonal operators, i.e., γ T γ = I (in finite dimensional

12

1 Preliminaries

spaces one may always redefine the scalar product in such a way that the representation turns out to be orthogonal: see below, Lemma 5.1). Property 3.5 (Gradients). If J : E → R is a C 1 ,
-invariant functional, then f (x) = ∇J (x) is equivariant. Proof. Since J (γ x) = J (x), one has, from Property 3.3, that DJ (γ x)γ = DJ (x), since the action γ˜ on R is trivial. But, DJ (x) = ∇J (x)T , hence ∇J (x) = γ DJ T (γ x), giving the result.  Remark 3.1. If
has positive dimension and one takes a path γ (t) with γ (0) = I , then, differentiating the identity J (γ (t)x) = J (x), one obtains ∇J (x) · γ˙ (0)x = 0, that is γ˙ (0)x is orthogonal to the field ∇J (x) = f (x). If one looks for critical points of J , i.e., such that ∇J (x) = 0, this orthogonality may be regarded as a reduction in the number of “free” equations. From the analytical point of view, one may use some analogue of the Implicit Function Theorem and reduce the number of variables. Or, one may use, as in conditioned variational problems, a “Lagrange multiplier”, i.e., one may add a new variable µ and look for zeros of the equation f (x) + µγ˙ (0)x = 0. In fact, if f (x) = 0, then µ = 0 gives a solution of the above equation. Conversely, if (µ, x) is a solution, then by taking the scalar product with γ˙ (0)x, one has µ&γ˙ (0)x&2 = 0, hence f (x) = 0 and µγ˙ (0)x = 0, in particular µ = 0 if γ˙ (0)x  = 0. This argument can be repeated for each subgroup γ (t) and one obtains γ˙j (0) for j = 1, . . . , dim
. Considering the equation  f (x) + µj γ˙j (0)x = 0, one obtains a problem with several parameters. A solution of this problem will give that  (a) f (x) = 0 and (b) µj γ˙j (0)x = 0. One will conclude that µj = 0 if γ˙j (0)x are linearly independent. This will depend on the isotropy subgroup of x. This point of view will be taken when studying orthogonal maps (see § 7).

1.4 Averaging At this stage the reader may be puzzled why we insist on working with compact Lie groups. As a matter of fact, up to now, the compactness of the Lie group
was not

13

1.4 Averaging

used in our considerations and seems to bear only a decorative aspect in the whole business. Almost the same can be said about linear actions. Now, the consistency of these two features namely, compactness of
and linearity of the actions, becomes evident when you realize that, under these two conditions, a powerful instrument is at  hand. Precisely, the existence of an integration on
, the Haar integral, such that
dγ = 1, which is
-invariant on the class of continuous real-valued functions g on
, under both left and right actions, i.e., −1 g(γ γ ) dγ = g(γ ) dγ = g(γ γ  ) dγ .








The first important consequence of this fact is that, provided E is a Banach
-space, one may define a new norm, say &γ x& dγ , |&x&| =


satisfying, |&γ  x&| = |&x&|, i.e., the action of
is an isometry. This allows us to assume in the rest of the book that the action is an isometry. In particular, the ball BR = {x : &x& < R} is
-invariant. Using Pettis integrals and standard averaging, one has the following remarkable result. Lemma 4.1 (Gleason’s Lemma). If B and E are
-spaces and f (x) is a continuous map from B into E, then ˜ f (x) ≡ f (γ x) d γ˜ is
-invariant


and fˆ(x) ≡




γ˜ −1 f (γ x) d γ˜ is
-equivariant.

Furthermore, if f is compact, then so are f˜ and fˆ. Proof. From the change of variables γ γ  , one has   ˜ f (γ γ x) d γ˜ = f (γ  x) dγ  = f (x). f (γ x) = 







 Also, fˆ(γ  x) =
γ˜ −1 f (γ γ  x) d γ˜ = γ˜ 
(γ˜ γ˜  )−1 f (γ γ  x) d γ˜ = γ˜  fˆ(x), under the same change of variables. See [Br. p. 36]. The continuity of f˜ and fˆ follows from the compactness of
. In fact, the orbit
x0 is compact and hence f is uniformly continuous on it. Moreover, if x is close

14

1 Preliminaries

to x0 (therefore, the orbit
x is close to
x0 , taking into account that the action is an isometry), one gets γ˜ −1 (f (γ x) − f (γ x0 )) d γ˜ . fˆ(x) − fˆ(x0 ) =


Also,

&fˆ(x) − fˆ(x0 )& ≤ max &f (γ x) − f (γ x0 )&.


As far as compactness is concerned, recall that f is said to be compact if it is for any bounded set continuous and if f (K) is compact,   K in B. Therefore, the sets A˜ ≡
×K f (γ x) and Aˆ ≡
×K γ˜ −1 f (γ x) are precompact. In fact, if you have a sequence {γ˜n−1 f (γn xn )} in Aˆ then, by the compactness of
, you get a subsequence {γnj } converging to some γ and {f (γnj xnj )}, converging to some y. Thus, f (γnj xnj ) − γ˜ −1 y = (γ˜n−1 − γ˜ −1 )f (γnj xnj ) + γ˜ −1 (f (γnj xnj ) − y) γ˜n−1 j j yields the convergence, since &γ˜n−1 − γ˜ −1 & tends to 0, as operators, and, since
K is j bounded, A˜ is compact and Aˆ is bounded. Now, cover A˜ and Aˆ with balls of radius 1/2N +1 and extract a finite subcover based at f (γj xj ), j = 1, . . . , k, and γ˜l−1 f (γl xl ), l = 1, . . . , r, respectively. Let {ϕj } be a partition of unity associated to the covering, i.e., ϕj : E → [0, 1], with support in a ball centered at yj ≡ f (γj xj ), respectively γ˜j−1 f (γj xj ), of radius 1/2N and such
that ϕj (y) = 1. Define,  ˜ ϕj (f (γ x))f (γj xj ) d γ˜ , fN (x) =


fˆN (x) =




ϕl (γ˜ −1 f (γ x))γ˜l−1 f (γl xl ) d γ˜ .

Then, f˜N (x) belongs to the space generated by {f (γj xj )}, while fˆN (x) belongs to the finite dimensional space generated by {γ˜l−1 f (γl xl )}. Hence, f˜N (K) and fˆN (K) are precompact. Furthermore,  ˜ ˜ ϕj (f (γ x))(f (γ x) − f (γj xj )) d γ˜ , f (x) − fN (x) =


fˆ(x) − fˆN (x) =




ϕl (γ˜ −1 f (γ x))(γ˜ −1 f (γ x) − γ˜l−1 f (γl xl )) d γ˜ .

Now, since ϕj (y) is non-zero only if &y − yj & < 1/2N and &f˜(x) − f˜N (x)& ≤ 1/2N

and




ϕj (y) = 1, one gets

&fˆ(x) − fˆN (x)& ≤ 1/2N .

15

1.4 Averaging

But then, for any bounded sequence {xn }, one has a subsequence {xn(N ) } such that f˜N (xn(N) ), respectively fˆN (xn(N) ), is convergent. Using a Cantor diagonal process, one obtains, due to the uniform approximation of f˜(x) by f˜N (x), respectively of fˆ(x)  by fˆN (x), a convergent subsequence for f˜(xN(N ) ), respectively fˆ(xN (N ) ). Remark 4.1. If f (γ x) = f (x), then f˜(x) = f (x), while, if f (γ x) = γ˜ f (x), then fˆ(x) = f (x). 0 (R) via time translation as in Example 1.5, and Example 4.1. If
= S 1 acts on C2π 0 (R) f (t, x) is continuous and 2π -periodic in t, then f induces a mapping from C2π into itself, via f (t, x(t)). Then

f˜(x(t)) = (1/2π ) fˆ(x(t)) = (1/2π )



2π

f (t, x(t + ϕ)) dϕ = (1/2π )

0

2π

f (t, x(ϕ)) dϕ,

0 2π

f (t − ϕ, x(t)) dϕ.

0

Example 4.2. If
= Zm is generated by γ0 , then


g(γ ) dγ = (1/m)

m−1 

g(γ j ).

0

Remark 4.2. In the proof of the compactness of fˆ(x) and f˜(x), we have seen that a map f is compact if and only if it can be uniformly approximated on bounded sets by finite dimensional maps. The reader may recover this important result by forgetting the action of
. Now, for the case of a non-trivial action of
on E, a word of caution is necessary: The map f˜N (x) is invariant and belongs to a finite dimensional subspace. However, fˆN (x) is not equivariant. One could have tried to use the set A˜ also for this case and define   ˆ ϕj (f (γ x))γ˜ −1 f (γj xj ) d γ˜ fN (x) =


which is
-equivariant and approximates, within 1/2N on K, the map fˆ(x), but which is not necessarily finite dimensional, as the following example shows, since the orbit of f (γj xj ) may not span a finite dimensional space.
Example 4.3. On l2 = {(x0 , x1 , x2 , . . . ), x0 ∈ R, xj ∈ C for j ≥ 1 with |xj |2 < ∞}, consider the action of S 1 given by eiϕ (x0 , x1 , x2 , . . . ) ≡ (x0 , eiϕ x1 , e2iϕ x2 , . . . ). Consider the point x0 = (1, 1/2, 1/22 , . . . , 1/2n , . . . ) = (a 0 , a, a 2 , a 3 , . . . ). Then, for any n, eiϕ 1 x0 , . . . , eiϕ n x0 , for ϕ1 , . . . , ϕn different, are linearly independent. In fact, taking the first n components, one obtains a Van der Monde matrix, with

16

1 Preliminaries

j -th row equal to (1, aj , aj2 , . . . ajn−1 ), where aj = eiϕj /2 and determinant equal to

i>j (ai − aj ). Hence, the closure of the linear space generated by the orbit of x0 is l2 . However, we will show in the next section that the set of points in E whose orbit is contained in a finite dimensional
-invariant subspace is dense in E. Thus, in the definition of fˆN take yj such that
yj ⊂ Mj , a finite dimensional
-invariant subspace, with &yj − f (γj xj )& ≤ 1/2N , and define   ˆ fN (x) = ϕj (γ x)γ˜ −1 yj d γ˜ .


Thus, since γ˜ −1 yj ⊂ Mj , the
-map fˆN has range in the finite dimensional
-invariant subspace generated by the Mj ’s and &fˆ(x) − fˆN (x)& ≤ 1/2N −1 . We have thus proved the following result, which will be crucial for the extension of the
-degree to the infinite dimensional setting. Theorem 4.1. A continuous
-equivariant map f from B into E is compact if and only if, for each bounded subset K of B, there is a sequence of
-equivariant maps fN , with range in a finite dimensional
-invariant subspace MN of E, such that, for all x in K, one has &f (x) − fN (x)& ≤ 1/2N . In our construction of the
-degree, we shall also need the following consequences of averaging: Lemma 4.2 (Invariant Uryson functions). If A and B are closed
-invariant subsets of E, with A ∩ B = φ, then there is a continuous
-invariant function ϕ˜ : E → [0, 1], with ϕ(x) ˜ = 0 if x ∈ A and ϕ(x) ˜ = 1 if x ∈ B. Proof. Indeed, let ϕ be any Uryson function relative to A and B (for instance dist(x, A)/(dist(x, A) + dist(x, B))), then ϕ(γ x) dγ ϕ(x) ˜ =


has the required properties. Note that, if one has renormed E in such a way that the action is an isometry, then dist(x, A) = dist(γ x, A) and ϕ(x) ˜ can be chosen to be the above map.  Lemma 4.3 (Invariant neighborhood). If A ⊂ E is a
-invariant closed set and U , containing A, is an open,
-invariant set, then there is a
-invariant open subset V such that A ⊂ V ⊂ V¯ ⊂ U . Proof. In fact, let ϕ˜ : E → [0, 1] be a
-invariant Uryson function with ϕ| ˜ A = 0 and  ϕ| ˜ U C = 1. Then, V = ϕ −1 ([0, 1/2)) has the required properties.

1.5 Irreducible representations

17

Lemma 4.4 (Equivariant projections). If E0 is a closed
-invariant subspace of E and P is a continuous projection from E onto E0 , then P˜ x ≡ γ −1 P γ x dγ


is a
-equivariant projection onto E0 . If E0 = E
, then ¯ Px ≡ γ x dγ


is a
-invariant projection onto E
. Moreover, E1 ≡ (I − P˜ )E and (I − P¯ )E are closed
-invariant complements of E0 and E
.  Proof. The first part is clear since
dγ = 1 and E0 is
-invariant. As far as the  second part is concerned, notice that P¯ x is in E
and P¯ x = x for x in E
.

1.5

Irreducible representations

A good deal of this book is based on the decomposition of finite dimensional representations into irreducible subrepresentations and the corresponding form of linear equivariant maps. Definition 5.1. Two representations of B and E are equivalent if there is a continuous linear invertible operator T from B onto E such that γ˜ T = T γ . Lemma 5.1. Every finite dimensional representation is equivalent to an orthogonal representation, i.e., with γ˜ in O(n). Proof. In fact, the bilinear form B(x, y) =




(γ x, γ y) dγ

is positive definite, symmetric and invariant. Hence, there is a positive definite matrix A such that B(x, y) = (Ax, y). One may define a positive symmetric matrix T such that T 2 = A, by diagonalizing A. Hence B(x, y) = (T x, T y). Since B(γ x, γ y) = B(x, y), one has that (T γ T −1 x, T γ T −1 y) = B(γ T −1 x, γ T −1 y) = (x, y), which  implies that T γ T −1 is in O(n). Remark 5.1. The same result is true in any Hilbert space. The existence of the selfadjoint bounded positive operator A follows from Riesz Lemma and that of T from the spectral decomposition of A. Definition 5.2. A representation E of
is said to be irreducible if E has no proper invariant subspace (not necessarily closed).

18

1 Preliminaries

This implies that E
= {0} unless
acts trivially on E and dim E = 1. Definition 5.3. A subrepresentation E0 of
in E is a closed proper invariant subspace E0 of E. Lemma 5.2. If E is a finite dimensional representation of
, then there are irreducible subrepresentations E1 , . . . , Ek , such that E = E1 ⊕ · · · ⊕ Ek . Proof. From Lemma 5.1 it is enough to consider the case where the representation is orthogonal. Then, if E1 is
-invariant, the orthogonal complement E1⊥ is also
-invariant, since (γ x, y) = (x, γ T y) = (x, γ −1 y). Hence, if x ∈ E1⊥ and y is in E1 (hence also γ −1 y ∈ E1 ), this scalar product is 0 and γ x is in E1⊥ . Applying this argument a finite number of times one obtains a complete reduction of E.  The above arguments can be extended to the infinite dimensional setting in the following form. Lemma 5.3. (a) If E0 is an invariant subspace of the representation E, then E¯ 0 is a subrepresentation. If furthermore E is a Hilbert space, then E = E¯ 0 ⊕ E1 , where E1 is also a subrepresentation. (b) If E is an orthogonal representation (hence E is Hilbert) and E0 is an invariant subspace, then E0⊥ is a subrepresentation. Proof. (a) If {xn } in E0 converges to x, then {γ xn }, which is in E0 , converges to γ x and E¯ 0 is invariant. The second part follows from Lemma 4.4, since there is always a projection on E¯ 0 . (b) follows from the argument used in Lemma 5.2 and the fact that E0⊥ is closed.  Lemma 5.4 (Schur’s Lemma). If B and E are irreducible representations of
and there is a linear equivariant map A from B into E, such that Aγ = γ˜ A for all γ in
, then either A = 0, or A is invertible. Proof. Note first that the statement is purely algebraic and no topology is used. Since the domain of A is linear and
-invariant (so that the equivariance makes sense), one has that the domain of A is all of B. Furthermore, since ker A is
-invariant, then either it is B (and A = 0) or it reduces to {0} and A is one-to-one. But then Range A which is also
-invariant and non-trivial (since A  = 0) must be E. Hence A is also onto and invertible.  Remark 5.2. If E is not irreducible, then either A = 0, or A is one-to-one and onto Range A. This last subspace is (algebraically) irreducible since A−1 is clearly equivariant.

1.5 Irreducible representations

19

Corollary 5.1. (a) If E is an irreducible representation of
and A is a
-equivariant linear map from E into E, i.e., Aγ = γ A with a real eigenvalue λ, then A = λI . (b) If E has no proper subrepresentations and A is a bounded
-equivariant linear map with eigenvalue λ, then A = λI . Any bounded
-equivariant linear map B is either 0 or one-to-one. (c) If furthermore E is a Hilbert space with no proper subrepresentations and equivalent to an orthogonal representation of
(i.e., there is a continuous isomorphism T on E such that, if γ˜ ≡ T −1 γ T , then γ˜ T γ˜ = I ), and A is a bounded
-equivariant linear map from E into E, then T −1 AT = µI + νB with B 2 = −I, B + B T = 0. Moreover, T = I if the representation is orthogonal. Proof. (a) In fact, A − λI is
-equivariant, with a non-trivial kernel, hence, from Schur’s Lemma, it must be 0. (b) Since ker(A − λI ) is closed, the previous argument gives the result. Similarly, if ker B = {0}, then B = 0. (c) One has T −1 AT γ˜ = T −1 Aγ T = γ˜ T −1 AT , hence T −1 AT is
-equivariant with respect to the orthogonal representation. Let A˜ = T −1 AT , then A˜ + A˜ T and A˜ T A˜ are self-adjoint and equivariant. Hence, 2µ = ±&A˜ + A˜ T & is an eigenvalue for A˜ + A˜ T . From (b), one has A˜ + A˜ T = 2µI or, else (A˜ − µI ) + (A˜ − µI )T = 0. Furthermore, (A˜ − µI )T (A˜ − µI ) = ν 2 I , since this operator is either positive, or identically 0 if it has a kernel (again from (b)). If ν = 0, then (A˜ − µI )2 = 0 and A˜ − µI must have a non-trivial kernel, i.e., from (b), A˜ = µI . On the other hand, if  ν  = 0, let B = (A˜ − µI )/ν. Then, B T + B = 0 and B T B = I , i.e., B 2 = −I . Corollary 5.2. If E is a finite dimensional irreducible representation of an abelian group
, then either E ∼ = R and
acts trivially or as Z2 , or E ∼ = C and
acts as in (1.4). Proof. Since
is abelian, one has that γ˜ γ˜1 = γ˜1 γ˜ , where γ˜ is the equivalent orthogonal representation given in the preceding corollary. Furthermore γ˜ , a matrix, is
-equivariant, hence γ˜ = µI + νB, where µ, ν, B depend on γ˜ . Since γ˜ T γ˜ = I one has µ2 +ν 2 = 1. If γ˜1 = µ1 I +ν1 B1 and γ˜2 = µ2 I + ν2 B2 , from γ˜1 γ˜2 = γ˜2 γ˜1 , one obtains, if ν1 ν2  = 0, that B1 B2 = B2 B1 ≡ B. But then, B T = B and B 2 = I . From Schur’s Lemma, the self-adjoint matrix B must be of the form λI , with λ2 = 1. If λ = 1, then B1 B2 = I implies (by multiplying with B1 ) that B2 = −B1 and then one may change ν2 to −ν2 . While, if λ = −1, then one obtains B2 = B1 . That is, one has a unique B such that any γ˜ is written as µI + νB.

20

1 Preliminaries

Now, if for all γ ’s the corresponding ν is 0, then γ˜ = ±I (since µ2 = 1) and any one-dimensional subspace is invariant. Then E = R and
acts trivially if µ = 1 for all γ , or
acts as Z2 if, for some γ , µ is −1. On the other hand, if there is a non-zero ν, then from B 2 = −I , one has (det B)2 = (−1)dim E and hence E is even-dimensional. Furthermore, if e  = 0, then the subspace generated by e and Be is
-invariant and of dimension 2, since Be is orthogonal to e : (e, Be) = (B T e, e) = −(Be, e). Thus, from the irreducibility of E, one has that E is equal to this subspace. Take e of length 1 and define a complex structure by defining Be = i. Then, γ˜ = µ + νi, with µ2 + ν 2 = 1, is a unit complex number. Remark 1.1 and the fact that any compact abelian group can be represented as a product, ends the proof.  Remark 5.3. Another way of seeing the above argument is the following: γ˜ , as an orthogonal real matrix, has two-dimensional invariant eigenspaces, where γ˜ acts as a rotation. Since γ˜1 commutes with γ˜ , these invariant subspaces are also  invariant for γ˜1 . Hence, the action of
on this subspace can be written as Rϕ xy , where Rϕ is a rotation by an angle ϕ. Writing z = x + iy, this vector can be identified with eiϕ z. Clearly, we could have taken z¯ = x − iy. Then this action would have been e−iϕ  x  two representations are equivalent as real representations, since the map  z¯ . These , corresponding to conjugation, is equivariant. Of course, they are not T xy = −y equivalent as complex representations. The next set of results in this section will concern the fact that any irreducible representation (in the sense of our definition) of a compact Lie group is finite dimensional. We shall begin with the Hilbert space case. Theorem 5.1. If E is an orthogonal irreducible representation of
, with no proper subrepresentations, then E is finite dimensional. Furthermore, one has the equality ((γ x1 , y1 )(γ x2 , y2 ) + (γ x1 , y2 )(γ x2 , y1 )) dγ = 2(x1 , x2 )(y1 , y2 )/ dim E,


for all x1 , x2 , y1 , y2 . Proof. The left hand side of the above equality is a continuous linear functional on E, as a function of x1 alone. Hence, from Riesz Lemma, it has the form (x1 , z) for some z which depends upon y1 , x2 , y2 . For fixed y1 , y2 , the vector z depends linearly and continuously on x2 . Therefore one may write z = Ax2 , where the operator A depends on y1 and y2 . From the invariance of the Haar integral, one has that (γ˜ x1 , Aγ˜ x2 ) = (x1 , Ax2 ), hence γ˜ T Aγ˜ = A and A is equivariant. Furthermore, by interchanging x1 with x2 , one has that A = AT . Thus, from Corollary 5.1 (b), one has that A = λI , where, of course, λ depends on y1 and y2 but the left hand side is λ(x1 , x2 ).

1.5 Irreducible representations

21

By using the same argument with y1 and y2 , one has that the left hand side is µ(y1 , y2 ), hence it is of the form c(x1 , x2 )(y1 , y2 ), where c is independent of x1 , x2 , y1 , y2 . Taking x1 = x2 , y1 = y2 , the left hand side is
2(γ x1 , y1 )2 dγ and c is positive. Take now, e1 , e2 , . . . , eN an arbitrary collection of orthonormal vectors in E. Then, from Parseval’s inequality, one has N  (γ x, ej )2 ≤ &γ x&2 ≤ &x&2 . 1

Taking x1 = x2 = x and y1 = y2 = ej , and integrating the above equality, one obtains 2

N  1




(γ x, ei )2 dγ = Nc&x&2 ≤ 2&x&2 .

Hence, c ≤ 2/N. From this it follows that E is finite dimensional. Furthermore, if dim E = N, one gets an equality, and one obtains c = 2/N.  Corollary 5.3. If E is a
-Banach space with no proper subrepresentations, then E is finite dimensional. Proof. For a general Banach space E, take X a non-zero element of E ∗ , i.e., a continuous linear functional on E. Consider (x, y)X = X(γ x)X(γ y) dγ .


Then, (x, y)X is bilinear, continuous in x and y and (x, x)X ≥ 0. Hence, E is given the structure of a pre-Hilbert space: define the equivalence relation x X˜ y if and only if (x − y, x − y)X = 0, i.e., iff X(γ (x − y)) ≡ 0 for all γ in
. Taking the set of equivalence classes and completing with respect to the & &X -norm, one obtains a Hilbert space HX and a natural mapping ϕX from E into HX . Define an action γ˜ of
on HX by factorization and extension by continuity of the action of
on E. Since, (γ˜ x, γ˜ y)X = (x, y)X , one has that HX is an orthogonal representation of
. Furthermore, ϕX γ = γ˜ ϕX , by construction, and ϕX is a linear mapping, with  &ϕ X (x)&2X =
X(γ x)2 dγ ≤ &X&2 &x&2 , i.e., ϕX is continuous (&X& is the norm of X in E ∗ ). Now, since E has no proper subrepresentations, one has, from Schur’s Lemma, that ϕX is one-to-one (since X  = 0, at least for some x one has ϕX (x)  = 0). Now, if HX contains a proper subrepresentation M, we may assume that M is finite dimensional (the precise argument will be given in the next corollary). Let P be an equivariant orthogonal projection from HX onto M (see Lemma 4.4.). Then, P ϕX is a continuous linear map from E into M. From Corollary 5.1 (b), P ϕX is either one-to-one, or

22

1 Preliminaries

identically 0. In the first case, this implies that E is finite dimensional. In the second case, ϕX (E) ⊂ M ⊥ , which contradicts the fact that ϕX (E) is dense in HX .  0 (R) and X(x(t)) ≡ x(0), then, under the time shift, one has Note that, if E = C2π  2π 1 2 2 &x&2X = 2π 0 x (ϕ)dϕ and HX is L [0, 2π].

Corollary 5.4. (a) Any infinite dimensional Banach
-space E contains finite dimensional irreducible representations. (b) The set of points whose orbits are contained in a finite dimensional invariant subspace is dense in E. Proof. (a) If E has all its subrepresentations of infinitedimension, take a sequence M1 ⊃ M2 ⊃ · · · of subrepresentations and let M∞ = Mn . Then, M∞ is a closed linear invariant subspace of E. By ordering such sequences by inclusion, one should have, by Zorn’s Lemma, a maximal element. For this element, the corresponding M∞ is an infinite dimensional subrepresentation. If E is a Hilbert space (with orthogonal action), the above conclusion contradicts the maximality, since either M∞ has a proper subrepresentation M  and then {Mn ∩ M  } is strictly “larger” than {Mn }, or, M∞ is finite dimensional. This implies that the argument in Corollary 5.3 is complete and one may repeat it for a general Banach space. (b) Take a finite dimensional subrepresentation M1 of E and N1 an invariant closed complement (which exists, by Lemma 4.4). Since N1 is an infinite dimensional representation, it contains a finite dimensional representation M2 (of course, if E is finite dimensional, there is nothing to prove). Let N2 be an invariant closed complement of M2 in N1 . Continuing this process, one obtains a sequence Mn of finite dimensional Mn+1 ⊕ Nn+1 = Nn . Moreover, invariant subspaces and complements Nn such that n there are equivariant projections P from E onto n 1 Mj such that I − Pn projects  Nn . Then, it is easy to see that N is a closed, linear and onto Nn . Let N ≡ invariant subspace of E. Ordering sequences of such {Nn } by inclusion, construct the corresponding N for a maximal sequence. Then, if N  = {0}, N contains a finite dimensional subrepresentation M and its corresponding complement N˜ (take M = N in case N is finite dimensional). But then {Nn ∩ N˜ } is strictly “larger” than {Nn }, contradicting the maximality. Hence, N = {0} and, for any x in E, one has that (I − Pn )x goes to 0, i.e., Pn x, which belongs to n1 Mj , approximates x. Note that, for a Hilbert space, one may take the space E0 of all points whose orbits lie in a finite dimensional invariant subspace. Clearly, E0 is an invariant linear subspace and E¯ 0 is a closed invariant subrepresentation. If E¯ 0 is a proper subrepresentation, then E0⊥ ˜ which is a contradiction, since N˜ contains a finite dimensional subrepresentation N, should be in E0 . Hence, E¯ 0 is E. Here the maximal N is E0⊥ , the intersection of all the orthogonal complements of finite dimensional invariant subspaces.  Remark 5.4. In a finite dimensional irreducible representation, the set of finite linear combinations of points on a given orbit is dense: if not, the closure of the linear space

1.5 Irreducible representations

23

generated by such combinations would be a proper subrepresentation. Our last set of results of this section concerns the form of a linear equivariant map between two finite dimensional representations V and W . Let V = V1 ⊕· · ·⊕Vq and W = W1 ⊕· · ·⊕Wl be a decomposition of V and W into irreducible subspaces. Let Pi : V → Vi and Qj : W → Wj be equivariant projections, i.e., γ Pi = Pi γ and γ˜ Qj = Qj γ˜ . Assume that there is a linear map A : V → W , such that Aγ = γ˜ A. Let Aij = Qj APi : Vi → Wj . Then, Aij γ = γ˜ Aij and, from Schur’s Lemma, either Aij = 0 or Aij is an isomorphism, in which case dim Vi = dim Wj and Vi and Wj are equivalent representations. Hence, if one considers all possible A’s, it follows that one has to look only at the subrepresentations of V which are equivalent to those of W . Furthermore, since an equivalent representation amounts to a choice of bases (in V and W ) and since ker A as well as Range A are also representations, with complements which are representations, the problem can be reduced to the study of A from V into itself, with γ A = Aγ and Aij = 0 if Vi and Wj are not equivalent. As in Corollary 5.1, one may assume that γ is in O(V ) (again a choice of basis). Then Aij = µij I + νij Bij , with Bij2 = −I and Bij + BijT = 0. Theorem 5.2. Let V be a finite dimensional irreducible orthogonal representation. Then exactly one of the following situations occurs. (a) Any equivariant linear map A is of the form A = µI , i.e., V is an absolutely irreducible representation. (b) There is only one equivariant map B, such that B 2 = −I , B T + B = 0. Then, any equivariant linear map A has the form A = µI + νB. In this case, V has a complex structure for which A = (µ + iν)I . (c) There are precisely three equivariant maps B1 , B2 , B3 with the above properties. Then, Bi Bj = −Bj Bi and B3 = B1 B2 . In this case, V has a quaternionic structure and any equivariant linear map A can be written as A = µI + ν1 B1 + ν2 B2 + ν3 B3 = qI,where q = µ + ν1 i1 + ν2 i2 + ν3 i3 is in H. Proof. If
is abelian, this result was proved in Corollary 5.2, where only (a) and (b) occur. Since the abelian case is the main topic of our book, we shall not give the proof of Theorem 5.2 here. However, an elementary proof is not easy to find. Thus, we give a proof in Appendix A.  In the same vein, one has the following result (with an easy proof in the abelian case) which will be proved in Appendix A. Theorem 5.3. Let V be decomposed as j =J l=L i=I    (ViR )ni (VjC )nj (VlH )nl , i=1

j =1

l=1

24

1 Preliminaries

where ViR are the absolutely irreducible representations of real dimension mi repeated ni times, VjC are complex irreducible representations of complex dimension mj repeated nj times, while VlH are quaternionic representations of dimension (over H) ml and repeated nl times. Then, there are bases of V such that any equivariant matrix has a block diagonal form   R A1   ..   .   R   A   1 R   A2     ..   .     R A   2   ..   .     C A ,  A= 1  .   ..       AC 1     ..   .   H   A1     ..   .   H   A 1   .. . C where AR i are real ni × ni matrices repeated mi times, Aj are complex nj × nj matrices, repeated mj times and AH l are nl × nl quaternionic matrices repeated ml times. On the new basis, the equivariance of A and the action have the following form: γ is block diagonal on each subspace corresponding to the repetition of the same matrix, i.e., if Bn×n is repeated m times, on W corresponding to the same representation, then γ = (γij I )1≤i,j ≤m , with γij in K = R, C or H, and I the identity on Kn , where the product, for the quaternionic case, is on the right.

Remark 5.5. If
is abelian, the irreducible representations of
are either onedimensional and
acts trivially or as Z2 , or two-dimensional and
acts as Zn , n ≥ 3 or S 1 . Of course, in this case there are no quaternionic components. Note also that the equivariance of A and the action of
on the new basis will be important when considering
-equivariant deformations of A: any deformation of C H AR i , Aj or Al , in the corresponding field, will give rise, by repeating the deformation on the m replicae, to a
-deformation of A. This will be the situation when computing the
-index of 0, when A is invertible, or when studying the
-bifurcation with several parameters, as in [I ].

1.6 Extensions of
-maps

1.6

25

Extensions of -maps

Many of our constructions are based upon extensions of equivariant maps, in particular when possible, by non-zero maps. As a matter of fact, the equivariant degree will consist of obstructions to such non-zero equivariant extensions. Thus, the key to our computations of homotopy groups will be a step by step extension of
-maps, subtracting “topologically” multiples of generators along the way, in order to get a formula for the class of each map. Our first result is a simple extension of Dugundji’s theorem. Theorem 6.1 (Dugundji–Gleason extensions). Let A1 ⊂ A2 be
-invariant closed subsets of B. If f : A1 → E is a
-equivariant continuous map, then there is a
-equivariant continuous extension f˜ : A2 → E. Furthermore, f˜ is compact if so is f . Proof. From Dugundji’s theorem, f has a continuous extension fˆ from A2 into E which is compact if f is compact. From Lemma 4.1, the map f˜(x) ≡ γ˜ −1 fˆ(γ x) d γ˜


is
-equivariant (and compact if fˆ is compact). Furthermore, if x is in A1 , then fˆ(γ x) = f (γ x) = γ˜ f (x) and f˜(x) = f (x).  In case B and E are infinite dimensional, we shall look at maps with the following compactness property. Definition 6.1. If B = U × W and E = V × W , where U, V are finite dimensional representations of
and W is an infinite dimensional representation, an equivariant map f , from a closed
-invariant subset A of B into E is called a
-compact perturbation of the identity if f has the form f (u, w) = (g(u, w), w − h(u, w)), where g is
-equivariant from B into V and h in W is compact and
-equivariant. Definition 6.2. If f0 and f1 are
-maps from a closed invariant subset A of B into E\{0} (
-compact perturbations of the identity if B and E are infinite dimensional), then f0 is said to be
-homotopic to f1 , if there is f (t, x),
-equivariant, from I × A into E\{0} (and a
-compact perturbation of the identity), where I = [0, 1], with f (0, x) = f0 (x) and f (1, x) = f1 (x). One then has the following crucial result: Theorem 6.2 (Equivariant Borsuk homotopy extension theorem). Let A1 ⊂ A2 be
-invariant closed subsets of B. Assume that f0 and f1 , from A1 into E\{0}, are

26

1 Preliminaries


-equivariant maps which are
-homotopic. Then f0 extends
-equivariantly to A2 without zeros if and only if f1 does. If this is the case, then the extensions are
homotopic. Similarly, if f0 , f1 and the
-homotopy are
-compact perturbations of the identity, then the extensions and the homotopy must be taken
-compact perturbations of the identity. Proof. Let fˆ0 : A2 → E\{0} be the
-extension of f0 and f (t, x) : I × A1 → E\{0} be the
-homotopy from f0 to f1 . Let, by Dugundji–Gleason Theorem 6.1, g(t, x) be any
-equivariant extension to I × A2 of the map defined as f (t, x) on I × A1 and fˆ0 (x) on {0} × A2 . It is easy to see that, in the infinite dimensional case, one preserves the compactness of the perturbations. Let A be the subset of A2 consisting of all x for which there is a t with g(t, x) = 0. Then, by construction, A ∩ A1 = φ. Furthermore, from the compactness of [0, 1], if {xn } is in A, converging to x in A2 , then g(tn , xn ) = 0, {tn } has a subsequence converging to some t and g(t, x) = 0. Thus, A is closed. Furthermore, the equivariance of g, with respect to x, implies that A is invariant. From Lemma 4.2, there is an invariant Uryson function ϕ : A2 → [0, 1] such that ϕ(A) = 0 and ϕ(A1 ) = 1. Define fˆ(t, x) = g(ϕ(x)t, x). Then the
-equivariance of fˆ follows from that of g (and of the invariance of ϕ), as well as the compactness property. Furthermore, fˆ(0, x) = g(0, x) = fˆ0 (x). Finally, if fˆ(t, x) = 0 for some t, then x belongs to A, ϕ(x) = 0, but g(0, x) = fˆ0 (x)  = 0. The map fˆ(t, x) gives a
-homotopy on A2 , from fˆ0 (x) to fˆ1 (x) = g(ϕ(x), x), which provides an extension of f1 , since, on A1 , ϕ(x) = 1.  Another useful fact is the following observation: Lemma 6.1. Let S n be the unit sphere in the
-space V ∼ = Rn+1 and f : S n → W \{0} (another finite dimensional representation) a
-map. Then any
-equivariant extension fˆ of f to the unit ball has a zero if and only if f is not
-deformable to a non-zero constant map. Proof. Note first that a non-zero constant equivariant map may exist only if W
 = {0}. In other words, if W
is reduced to 0, any equivariant extension fˆ must have fˆ(0) = 0 (see also Property 3.2). Now, if fˆ is such an extension, define the
-homotopy f : I × S n → W \{0}, by f (t, x) = fˆ((1 − t)x), deforming radially and equivariantly f (0, x) = f (x) to fˆ(0). On the other hand, if f (t, x)
-deforms f (x), for t = 1, to the constant f (0, x), define fˆ(x) = f (&x&, x/&x&) which will provide the appropriate
-extension of f .  One of the key tools which will be used in our computations of equivariant homotopy groups of spheres is the existence of complementing maps, which will play the

1.6 Extensions of
-maps

27

role of a suspension (defined in Section 8). In order to be more specific, let us assume that U and W are finite dimensional orthogonal representations of an abelian compact Lie group
, with action given as in Example 1.4. Suppose that an equivariant map is given from U H into W H , for some subgroup H of
. The problem is then the following: is it possible to give a “complementing”
-equivariant map from (U H )⊥ into (W H )⊥ which is zero only at zero? Recall that, since
is abelian and the action is orthogonal, all the above subspaces are representations of
. The answer to the question is in general negative, as the following example shows. Example 6.1. On C2 , consider the following action of Zp2 q , where p and q are rela-

tively prime: On (z1 , z2 ) in U ,
acts via (e2π ik/p , e2π ik/(pq) ) for k = 0, . . . , p2 q−1. 2 On (ξ1 , ξ2 ) in W ,
acts as (e2π ik/p , e2πik/(p q) ). The isotropy subgroups for the action of
on U are as follows: 2

H ∼ = Zq , ∼ K = Zp ,

L∼ = {e},

for k a multiple of p2 and U H = {(z1 , 0)}, for k a multiple of pq and U K = {(0, z2 )}, for k = 0 and U {e} = U.

One has W H = W K = {(ξ1 , 0)}, but there is no non-zero equivariant map between (U H )⊥ and (W H )⊥ , since (U H )⊥ ∩ U K = U K and (W H )⊥ ∩ W K = {0}. On the other hand, if αq + βp = 1, the map p

q

β

F (z1 , z2 ) = (z1 + z2 , z1α z2 ) (where a negative power is interpreted as a conjugate: z−1 ≡ z¯ ), is an equivariant map from U into W with only one zero at the origin. One of our main hypotheses in Chapter 3 will be the following: For any pair of isotropy subgroups H and K for U , one has (H)

dim U H ∩ U K = dim W H ∩ W K .

Note that in Example 6.1, hypothesis (H) fails, although there dim U H = dim W H , for all isotropy subgroups of
on U . Lemma 6.2. Hypothesis (H) holds if and only if both (a) and (b) hold: (a) dim U H = dim W H , for all isotropy subgroups H on U . (b) There are integers l1 , . . . , ls such that the map F : (x1 , . . . , xs ) → (x1l1 , . . . , xsls ) is
-equivariant. Here xj is a (real or complex) coordinate of U on which
acts as in Example 1.4, and a negative power means a conjugate. Furthermore, for all γ in
one has det γ det γ˜ > 0.

28

1 Preliminaries

 Proof. Let Hj be the isotropy subgroup of x and H = Hj . Then U H0 = U j 0  and any isotropy subgroup H =
x = Hj , where the intersection is on the j ’s for which the coordinate xj of x is non-zero (see § 2), is such that H0 < H . Hence, if (H) holds, one obtains (a), since W H ⊂ W H0 . Note that any equivariant map from U into W will have its image in W H0 . For notational purposes, define, for K > H , (U K )⊥H as U H ∩ (U K )⊥ . Then, hypothesis (H) implies that dim(U K )⊥H = dim(W K )⊥H . ⊥ ⊥ Now, if
/Hj ∼ = Z2 and γ acts as −I on (U
) Hj , then on (W
) Hj , γ˜ must also act as −I , since if not one would violate the equality of the dimensions. Since the action on a complex coordinate is a multiplication by a unit complex number, i.e., corresponding to a rotation with determinant equal to 1, then det γ and det γ˜ (restricted to W H0 ) have the same sign. We may now begin to build up the map F . We shall identify U
and W
and take lj = 1 for these components. Let H be maximal among the Hj ’s. Then, from Lemma 1.1,
/H ∼ = Zn , n ≥ 2 or S 1 and acts freely on (U
)⊥H \{0} and without fixed points on (W
)⊥H \{0}, as it follows from Lemma 1.2, since no point in the second set, fixed by H , may be fixed by
/H without being in W
. Thus, if γ generates Zn , one has γ xj = e2πimj /n xj with 1 ≤ mj < n, mj and n relatively prime and γ˜ ξj = e2π inj /n ξj , with 1 ≤ nj < n. Now, there is a unique pj , 1 ≤ pj < n, such that pj mj ≡ 1, [n]. Let lj be the residue class, modulo n, of l

pj nj . Then, (γ xj )lj = γ˜ xjj . Note that, if n = 2, then nj = mj = 1 and lj = 1. That is, on the real representations of
, where it acts as Z2 , the map F is the identity. On the other hand, if
/H ∼ = S 1 , acting as eiϕ (or e−iϕ ) on (U
)⊥H and as einj ϕ ⊥
on (W ) H , then lj = nj (or −nj ) will give the equivariant map (with negative lj meaning conjugates). Let now K and L be isotropy subgroups for (U H )⊥ . Let H1 be the isotropy subgroup for U K ∩ U L , i.e., H1 is the intersection of the isotropy subgroups for all the coordinates in that subspace. Then, U K ∩ U L ⊂ U H1 . Since K and L are also intersections of the corresponding subgroups, it is clear that K and L are subgroups of H1 and then U H1 ⊂ U K ∩ U L , that is U H1 = U K ∩ U L , while W H1 ⊂ W K ∩ W L . But, from (H), one has dim U H1 = dim W H1 and dim U K ∩ U L = dim W K ∩ W L , then W H1 = W K ∩ W L . Since dim(U H )⊥ ∩ U K ∩ U L = dim U K ∩ U L − dim U H ∩ U K ∩ U L , one obtains that the hypothesis (H) is valid on (U H )⊥ and (W H )⊥ . Then, one may repeat the above argument by choosing a maximal isotropy subgroup among the remaining Hj ’s, proving the implication in a finite number of steps. Conversely, if the map F exists, it is clear that dim U H ≤ dim W H (and it is easy to give examples with a strict inequality). While, if (a) and (b) hold, it is easy to see, by direct inspection, that (H) is true.  In order to construct the generators of the equivariant homotopy groups, in Chapter 3, we shall need some invariant monomials. We shall again assume that the abelian group
acts on U , with coordinates {x1 , . . . , xs }, with Hj =
xj . Let H0 be a

29

1.7 Orthogonal maps

subgroup of
and define, as in § 2, H˜j = H0 ∩ H1 ∩ · · · ∩ Hj . Let kj = |H˜j −1 /H˜j |. α Lemma 6.3. There are integers α1 , . . . , αs such that xj j . . . xsαs is H˜j −1 -invariant. (If α is negative, x α means x¯ |α| ). If ks < ∞, then one may take αs = ks , while if ks = ∞, then αs = 0. Furthermore, if kj = 1 for j < s, then one may take αj = 0.

Proof. The proof will be by induction on j . If j = s and ks = ∞, any constant is
-invariant, hence αs = 0 will do. While, if ks is finite, then H˜ s−1 /H˜ s acts freely on xs (as in § 2) and any γ in H˜ s−1 can be written as γ = βsα δ, for some δ in H˜ s and a fixed βs such that βs xs = e2π i/ks xs . Hence, (γ xs )ks = βsαks xsks = xsks is H˜ s−1 -invariant. αj +1 . . . xsαs is H˜j -invariant, for some j ≥ 1. Assume now that P (xj +1 , . . . , xs ) ≡ xj +1 Then, if H˜j −1 /H˜j ∼ = S 1 , this group acts freely on xj and as einl ϕ on xl , for l = j, . . . , s,


with nj = 1. Since P (einj +1 ϕ xj +1 , . . . , eins ϕ xs ) = e nl αl P (xj +1 , . . . , xs ), one may
α choose αj = − nl αl and xj j . . . xsαs will be H˜j −1 -invariant. On the other hand, if kj is finite, then any γ in H˜j −1 is written as γ = β α δ, with βj generating H˜j −1 /H˜j and acting as

e2π i/kj

j

on xj , 0 ≤ α < kj and δ in H˜j . Then, ααj +1

P (γ xj +1 , . . . , γ xs ) = βj

(δxj +1 )αj +1 . . . βjααs (δxs )αs .

Now, as before, βj = βkεk ηk , where βk generates H˜j −1 /(Hk ∩ H˜j −1 ), βk xk = e2πi/nk xk , where nk is the order of this group if finite (or βk xk = eiϕ xk if the group k is isomorphic to S 1 and βkεk means e2π iεk /nk for some nk : since βj j is in H˜j , the H˜j -invariance of P implies that the corresponding ϕ is a rational multiple of 2π ); one has 0 ≤ εk < nk and ηk is in Hk ∩ H˜j −1 . Thus, βjααk (δx)αk = e2π iααk εk /nk (δxk )αk . Hence, P (γ xj +1 , . . . , γ xs ) = e2π iεα P (δxj +1 , . . . , δxs ) = e2πiεα P (xj +1 , . . . , xs ),
with ε = sk=j +1 αk εk /nk . k Now, if γ = βj j , i.e., α = kj , then this γ belongs to H˜j −1 ∩ Hj = H˜j and the corresponding εkj must be an integer. Let ε0 be the non-integer part of ε and define αj = −kj ε0 (it is an integer and αj = 0 if kj = 1). Then, if P (xj , . . . , xs ) = α xj j . . . xsαs , one has P (γ xj , . . . , γ xs ) = (βj xj )αj e2π iεα P (xj +1 , . . . , xs ) = e2π iααj /kj e2π iεα P (xj , . . . , xs ) = P (xj , . . . , xs )

1.7



Orthogonal maps

In the last chapters of the book, we shall be interested in a particular class of maps, which we shall call orthogonal maps. The setting is the following: let
be a compact

30

1 Preliminaries

abelian group acting on the finite dimensional orthogonal representation V . Thus, if
= T n × Zm1 × · · · × Zms , with the torus T n generated by (ϕ1 , . . . , ϕn ), ϕj in [0, 2π ], we shall define by Aj x =

 ∂ (γ x)γ =Id , ∂ϕj

the infinitesimal generator corresponding to ϕj .

l

Hence, if the action of ϕj on the coordinate xl is as einj ϕj , then Aj x = (inj1 x1 , . . . , injm xm )T ,

where inx stands for (−n Im x, n Re x)T . Lemma 7.1. Let H =
x0 . Then: (a) There are exactly k linearly independent Aj x0 if and only if dim
/H = k. (b) In this case, if H is the torus part of H and H¯ corresponds to
the first k (nonzero) coordinates of x0 , then for any x in V H one has Aj x = kl=1 λjl Al x and A1 x, . . . , Ak x are linearly independent whenever x1 , . . . , xk are non-zero.  Proof. (a) Since H = Hj , for the non-zero coordinates of x0 , one has from Lemma 2.4 (a), that dim
/H = k if and only if AH has rank k, where AH is the matrix formed by nji . (b) follows from Remark 2.1 and the definition of λjl as given in Lemmas 2.4 (b)
j and 2.6. Note that one may reparametrize T n by choosing 8j = ϕj + nl=k+1 λl ϕl , for j = 1, . . . , k and taking 8k+1 , . . . , 8n acting trivially on V H . In this case, if A˜j is the diagonal matrix corresponding to the action of H , that is, to the derivative with respect to 8j , for j = k + 1, . . . , n (since H corresponds to 8j = 0, j = 1, . . . , k), then A˜j is 0 on V H and, on any irreducible representation of H in (V H )⊥ , one of the A˜j , j = k + 1, . . . , n, will be invertible.  Definition 7.1. A
-equivariant map f , from V into itself, is said to be
-orthogonal if f (x) · Aj x = 0, for all j = 1, . . . , n and all x in the domain of definition of f . Here the dot stands for the real scalar product. In terms of complex scalar product one has Re(f (x) · Aj x) = 0. Example 7.1 (Gradient maps). If f (x) = ∇J (x), where J (γ x) = J (x) is an invariant function, we have seen in Remark 3.1, that f (γ x) = γf (x) and that f (x)·Aj x = 0, i.e., that the gradient of an invariant function is an orthogonal map. Linearizations of orthogonal maps have quite interesting properties. In fact: Lemma 7.2. Assume that the
-orthogonal map f is C 1 at x0 , with a k-dimensional orbit. Let H =
x0 and denote by D the matrix Df (x0 ). Then:

1.7 Orthogonal maps

31

(a) D is H -orthogonal. If K < H is any isotropy subgroup, then D K = Df K (x0 ) = diag(D H , D⊥K ). For K < H, the torus part of H , we have that D K =  ), where D  diag(D H , D⊥H , D⊥K ⊥K is a complex self-adjoint matrix which is H -orthogonal. (b) If f (x0 ) = 0, then Aj x0 are in ker D and are orthogonal to Range D. In particular, if dim ker D = k, then, for any K < H , the matrix D⊥K is invertible and the algebraic multiplicity of D is k. Proof. The fact that D is H -equivariant was proved in Property 3.3. The diagonal structure comes from Property 3.4 and Theorem 5.3. In particular, if K < H , then  is a complex matrix and dim H /K ≥ 1. D⊥K Now, since f is
-orthogonal it is also H -orthogonal. If f K = (f H , f⊥ ), then f K (x) · A˜j x = f⊥ (x) · A˜j x⊥ = 0 for any x = xH + x⊥ in V K , where A˜j are the generators for the action of H , since A˜j is 0 on V H . From f⊥ (xH ) = 0, one obtains (Df⊥ (xH )x⊥ + R(x⊥ )) · A˜j x⊥ = 0, where R(x⊥ ) = o(&x⊥ &). Dividing by &x⊥ &2 and taking the limit when x⊥ goes to 0, one has that Df⊥ (xH )x⊥ · A˜j x⊥ = 0. In  particular, D⊥K is H -orthogonal. Take K corresponding to an irreducible representation of H on (V H )⊥ and choose j such that A˜j is invertible on it (and hence it is just a multiplication by im, for  . Since B is H -equivariant, one has B A ˜j = A˜j B some integer m). Set B ≡ D⊥K and Bx · A˜j x = 0. Furthermore, from B(x + x0 ) · A˜j (x + x0 ) = 0 for any x and x0 in the representation, one has A˜jT B + B T A˜j = 0. But A˜jT = −A˜j , hence, B T = A˜j B A˜j−1 = B A˜j A˜j−1 = B on that representation. Now, since the action of H

A −B on x in that representation is as S 1 , B, in fact, is a real matrix of the form . B A Then, B = B T implies A = AT and B = −B T , that is (A + iB)∗ = A + iB. For the second part of the lemma, differentiating the relation f (γ x0 ) = 0 with respect to ϕj , one obtains DAj x0 = 0. Furthermore, from f (x) · Aj x = 0, one has, for all x and x0 Df (x0 )x · Aj x0 + f (x0 ) · Aj x = 0. In particular, if f (x0 ) = 0, then Aj x0 is orthogonal to Range D. Also, if dim ker D = k, since {A1 x0 , . . . , Ak x0 } are linearly independent, then V = ker D ⊕ Range D, the  algebraic multiplicity of D is k and D⊥K is invertible, for any K < H . A crucial property of
-orthogonal maps is the following: they can be extended as
-orthogonal maps. Namely, Theorem 7.1. Let A1 ⊂ A2 be
-invariant closed subsets of V . If f : A1 → V is a continuous
-orthogonal map, then there is a continuous
-orthogonal extension f˜ to A2 , which is obtained by a Gram–Schmidt orthogonalization process.

32

1 Preliminaries

Proof. Let f˜0 be a
-equivariant extension of f , given in Theorem 6.1. Since f˜0 is not necessarily orthogonal to Aj x, we shall use the following orthogonalization: Let  A1 x/&A1 x&, if A1 x  = 0 A˜ 1 (x) = 0, if A1 x = 0, Aˆj (x) = Aj x −

j −1  (Aj x, A˜ i (x))A˜ i (x) 1

and



Aˆj (x)/&Aˆj (x)&, A˜j (x) = 0,

if Aˆj (x)  = 0 if Aˆj (x) = 0.

Clearly, the A˜j (x) are orthogonal and A˜j (x) = 0 if and only if Aj x is a linear combination of A1 x, . . . , Aj −1 x. Furthermore, Aj is
-equivariant as well as A˜j (x) and Aˆj (λx) = λAˆj (x), for λ in R. All these facts can be easily proved by induction. Let s  (f˜0 (x), A˜j (x))A˜j (x). f˜(x) = f˜0 (x) − 1

By construction, f˜(x) is orthogonal to A˜j (x) for all j ’s and hence to all Aj x, which are linear combinations of them. Furthermore, f˜(x) is
-equivariant and if x is in A1 , then f˜0 (x) = f (x) which is orthogonal to all A˜j (x) and f˜(x) = f (x). Thus, the more delicate part is the continuity of f˜(x), that is the continuity of (f˜0 (x), A˜j (x))A˜j (x). Let {xn } be a sequence converging to x0 such that Aˆj (xn ) is non-zero and converges to 0 (the other cases are trivial). Then, since A˜j (xn ) has norm 1, there is a subsequence such that A˜j (xn ) converges to some v, with norm 1, and the above expression converges to (f˜0 (x0 ), v)v. Assume now that j is the first index for which A˜j (x0 ) = 0. Then Aj x0 =
j −1 j
j −1 j λi Ai x0 , that is x0 belongs to ker(Aj − 1 λi Ai ) ≡ V1 . But V1 is invariant 1 j j under
and in fact V1 = V1T1 , where T1 is the torus (−λ1 ϕ, . . . , −λj −1 ϕ, ϕ, 0, . . . , 0). Hence, from the equivariance, f˜0 (x0 ) belongs to V1 and one would have proved the continuity by showing that v is in V2 ≡ V1⊥ . Write any x in V as x1 + x2 , with xi in Vi and A(x) as A(x)1 + A(x)2 . Since A˜ i is equivariant one has that A˜ i (x1 ) is in V1 . Furthermore, since Aj x1 is a linear combination of A1 x1 , . . . , Aj −1 x1 , it follows that Aˆj (x1 ) = 0. Note also that, due to the linearity of Ai , one gets that Aˆ k (x2 ) is in V2 , A˜ k (x)1 is a linear combination of Al x1 , for l ≤ k, while A˜ k (x)2 is a linear combination of Al x2 , for l ≤ k. Since j is the first index for which A˜j (x0 ) = 0, then, in a neighborhood of x0 and k < j , it follows that A˜ k (x) is non-zero and continuous, in particular, &A˜ k (x)2 & ≤

33

1.7 Orthogonal maps

c&x2 &. Now, we claim that Aˆj (x) = Aj x −



(Aj x, A˜ k (x))A˜ k (x),

k<j



j where Aj = Aj − i<j λi Ai . In fact, since Ai x = Aˆ i (x)+ l
Aˆj (x) = Bj x −

 k∈I c k<j




i<j



Aj x,

(Bj x, A˜ k (x))A˜ k (x).

A˜ i (x) &Aˆ i (x)&



Bi , where

34

1 Preliminaries

Proof. For the first element of I , the result has already been proved. Assume, by induction, that it is true for i < j , then, Aˆj (x) = Aj x −



(Aj x, A˜ k (x))A˜ k (x) −

k∈I c k<j



(Aj x, A˜ i (x))A˜ i (x).

i∈I c i<j

Using the induction hypothesis in the second sum, one has that A˜ i (x) = &Aˆ i (x)&−1 (Bi x −



(Bi x, A˜ k (x))A˜ k (x)).

k∈I c k
Collecting the terms with Bi x, one recognizes Bj x and one will get the result provided the double sum of terms (Aj x, A˜ i (x))(Bi x, A˜ k (x))A˜ k (x) is the same when k is in I c , i in I , i < j , and either k < i (which is what the substitution gives) or k < j (if the formula is to be verified). The difference between the two sums corresponds to those k’s with i ≤ k < j (in fact a strict inequality since i and k are in disjoint sets). But there, by the induction hypothesis, Bi x is a linear combination of Aˆ i (x)  and A˜ l (x), for l < i, hence orthogonal to A˜ k (x), proving the result. Lemma 7.5. If x is written as x = x1 ⊕ x2 , where x1 is in Vj and x2 in Vj⊥ , then, for x close to x0 , there are constants c, C, C2 and D such that, for j in I : (a) &A˜ k (x)2 & ≤ C2 &x2 &, for k in I c , k < j . (b) c&Bj x& ≤ &Aˆj (x)& ≤ C&Bj x& ≤ D&Aj x&. Proof. The proof will be again by induction, where the first step has already been done. If the result is true for i < j , then
for k in I c (hence one does not worry about &Aˆ k (x)&), one gets: Aˆ k (x)2 = Ak x2 − l
since Bl x1 = 0. Hence, again by induction, one has (a). For (b) all the inequalities, but the first, are now straightforward. For the first one, &Aˆj (x)& ≥ &Bj x& − c&B ˜ j x&&x2 &, where one uses (a) and Bj x1 = 0.  End of the proof of the theorem. Since Aˆj (x) = Bj x2 + 0(&x2 &&Bj x2 &), then limit points of A˜j (x) will be of the form αBj η, with &η& = 1, hence in Vj⊥ . 

1.8 Equivariant homotopy groups of spheres

35

Corollary 7.1 (Orthogonal Borsuk homotopy extension theorem). Let A1 ⊂ A2 be
-invariant closed subsets of V . Assume that f0 and f1 , from A1 to V \{0}, are
orthogonal maps which are
-homotopic, with an orthogonal homotopy. Then f0 extends
-orthogonally to A2 without zeros if and only if f1 does. In this case the extensions are
-orthogonally homotopic. Proof. It is enough to check that the proof of Theorem 6.2 is still valid, and one uses Theorem 7.1 instead of Theorem 6.1. 

1.8

Equivariant homotopy groups of spheres

Our equivariant degree, which will be defined in the next chapter, will be an element of the group of equivariant homotopy classes of
-maps between two spheres in two
-representations. In this section, we shall recall some known results of the ordinary case, i.e., without a
-action, and give some preliminary results in the equivariant case. The setting is the following: let V and W be two finite dimensional
-representations (hence, from Theorem 5.1, one may assume that they are orthogonal). Let BR be the ball {x ∈ V : &x& < R} and consider the set C of all equivariant maps F : [0, 1] × BR → R × W F : S V = ∂([0, 1] × BR ) → R × W \{0}. Thus, F (t, x) has the form (8(t, x), f (t, x)), where 8 is invariant and f is equivariant with respect to x. If W
= {0} we shall restrict C to the maps which have 8(0, 0) and 8(1, 0) both positive.


These mappings are divided in
-homotopy classes: F ∼ G if there is a continuous
-homotopy H : [0, 1] × S V → R × W \{0} such that: (a) H (0, t, x) = F (t, x), H (1, t, x) = G(t, x), for (t, x) in S V ; (b) H (τ, ·, ·) belongs to C for any τ in [0, 1]. Definition 8.1. The set of all such
-homotopy classes will be denoted by 
SV (S W ). The class of F will be denoted by [F ]
. Remark 8.1. If V and W are trivial representations of
, then 
SV (S W ) is nothing else than the abelian group n (S m ), where n = dim V and m = dim W , for which the following facts are well known (see [Gr]). (a) n (S m ) = 0, if n < m, in which case any map f from S n into R × W \{0} has a non-zero extension to [0, 1] × BR .

36

1 Preliminaries

(b) n (S n ) ∼ = Z and [F ] is its Brouwer degree.   if n = 1 0, n (c) n+1 (S ) = Z, if n = 2 where the generator for n = 2 is the Hopf map:   Z2 , if n > 2, C × C → R3 , η(λ1 , λ2 ) = (2λ1 λ¯ 2 , |λ1 |2 − |λ2 |2 ), and, for n > 2, is the suspension of the Hopf map: C×C×Rn−3 → R3 ×Rn−3 , Qn−3 η(λ1 , λ2 , λ) = (η(λ1 , λ2 ), λ). Now, the set 
SV (S W ) has also a group structure. In order to define an addition we shall use the following result.


Lemma 8.1. For any F in C, there is a G in C, such that F ∼ G and G(t, x) = (1, 0) for t = 0 or 1. Proof. Define the following closed
-invariant set A = {0} × BR ∪ {1} × BR . Clearly, the
-homotopy F (t, τ x) is admissible on A for any τ in [0, 1]. Then the restriction of F to A is
-homotopic to H (t, x) = F (t, 0) = (8(t, 0), f (t, 0)), which is in R × W
\{0}, for t = 0 or 1. If dim W
> 0, one may choose two non-zero paths from F (0, 0) and F (1, 0) to (1, 0). If W
= {0} (and hence f (t, 0) = 0), one may achieve the same goal since 8(0, 0) and 8(1, 0) are both positive. The composition of both maps provides a deformation on A from F (t, x) to G(t, x) = (1, 0) on A. Now, using the
-equivariant Borsuk extension theorem, the map F will be
 homotopic to a map G in C, extending (1, 0) on A to all of S V . To proceed further, we need a concept of addition in 
SV (S W ). To this end let F and G be any two maps belonging to C. By virtue of Lemma 8.1, we may assume that F |A = G|A = {1, 0}. Define their sum F ⊕ G as the map  F (2t, x), if 0 ≤ t ≤ 21 (F ⊕ G)(t, x) = G(2t − 1, x), if 21 ≤ t ≤ 1. Clearly, F ⊕ G belongs to C. Definition 8.2. The addition in 
SV (S W ) is given by [F ]
+ [G]
= [F ⊕ G]
.

1.8 Equivariant homotopy groups of spheres

37

This addition turns out to be associative (see [Gr, p. 7]) and the class 0
of the map (1, 0) is the neutral element of the group. Note that, from Lemma 6.1, 0
is the class of all maps which have a non-vanishing
-equivariant extension to the cylinder I × BR . Furthermore, the inverse element of [F ]
is the class of [F (1 − t, x)]
. In fact, the
-homotopy Hτ (t, x), for 0 ≤ τ ≤ 1, defined as   for 0 ≤ 2t ≤ τ F (2t, x), Hτ (t, x) = F (τ, x), for τ ≤ 2t ≤ 2 − τ   F (2 − 2t, x), for 2 − τ ≤ 2t ≤ 2 is a valid
-deformation from (1, 0), for τ = 0, to [F ]
− [F ]
, for τ = 1 (here we have assumed that F (0, x) = F (1, x) = (1, 0)). Therefore, 
SV (S W ) is a group under the addition defined above. Lemma 8.2. If dim V
> 0, then 
SV (S W ) is an abelian group. Proof. Let x0 be a coordinate, in V
, of x. Let A+ = A ∪ {(t, x) : 0 ≤ t ≤ 1, &x& = R, x0 ≥ 0}, where A is the set used in the preceding lemma. Then, A+ is closed and
-invariant. If F is in C, with F (t, x) = (1, 0) on A, i.e., if t = 0 or 1, consider the
deformation of F restricted to A+ : Hτ (t, x0 , y) = F (t, α(τ )x0 +β(τ ), α(τ )y), where 1 1 α(τ ) = (1+R −1 x0 sin π τ )− 2 cos τ π/2 and β(τ ) = (1+R −1 x0 sin π τ )− 2 sin τ π/2, which are chosen in such a way that the arguments in V have norm R if &x& = R. Thus, Hτ is a valid deformation on A+ , from F for τ = 0, to F (t, R, 0) for τ = 1. One deforms next on A+ via F (t (1 − τ ), R, 0), to (1, 0). Hence, F |A+ is
-homotopic to (1, 0). Then, using the
-equivariant Borsuk homotopy extension theorem, the map F is
-homotopic to a map having value (1, 0) on A+ . Note that one could have performed the same procedure on A− , corresponding to x0 ≤ 0, by changing R to −R in the deformation Hτ . We are now in a position to prove the lemma. Indeed, consider two maps F1 and F2 such that F1 (t, x) = (1, 0) for (t, x) in A+ and F2 (t, x) = (1, 0) for (t, x) in A− . Define the following
-equivariant homotopy on S V :   for(t, x) in A− and 0 ≤ 2t − τ ≤ 1 F1 (2t − τ, x), Hτ (t, x) = F2 (2t − (1 − τ ), x), for (t, x) in A+ and 0 ≤ 2t − (1 − τ ) ≤ 1   (1, 0), otherwise. Simple computations give that Hτ is admissible. Moreover, H0 is in [F1 ]
+ [F2 ]
and H1 is in [F2 ]
+ [F1 ]
. Thus 
SV (S W ) is abelian.  Part of Chapter 3 will be devoted to the computation of 
SV (S W ). See also the Bibliographical remarks at the end of this chapter.

38

1 Preliminaries

A construction that we shall use very often is that of the suspension, more precisely, that of an equivariant suspension: Let U, V and W be
-representations and f : V → W be a
-equivariant map. Definition 8.3. The
-suspension of f is the map Q U f = (f (x), u), from V × U into W × U . It is clear that if F belongs to C, giving an element of 
SV (S W ), then (F (t, x), u) ≡ will provide an element of 
SV ×U (S W ×U ) and Q U will be a morphism between these two groups.

QU F

Remark 8.2. If
acts trivially on V and W and U is R, then the Freudenthal suspension theorem asserts that Q : n (S m ) → n+1 (S m+1 ) is onto if n = 2m − 1 and an isomorphism if n < 2m − 1. The situation for the equivariant case is more complicated. In the case of an abelian group, we shall prove, in Chapter 3, the appropriate result. In the general case we state, without proof, the corresponding result. We shall only indicate the references since we shall not use, in this book, the result in its full generality. The following theorem is due to Namboodiri (cfr. [N]). Theorem 8.1. Assume V = Rk × W . Then Q U is one-to-one if for all isotropy subgroups H of W one has (α) dim W H ≥ k + 2; (β) dim W H ∩K − dim W H ≥ k + 2, for any K isotropy subgroup for U which does not contain H or any conjugate of H . Moreover, if k + 2 is replaced by k + 1 in the above inequalities, then Q U is onto. Note that if
acts trivially on W and U = R, then the only condition is (α), which amounts to the standard Freudenthal suspension theorem. In the case of an abelian action, with V = Rk × W , we shall prove, in Chapter 3, the stronger result: Theorem 8.2. (a) Q U is one-to-one provided dim W H ≥ k + 2 − dim
/H dim W H − dim W K ≥ k + 2 − dim
/H, for all isotropy subgroups H and K of W such that H is strictly contained in K and K ∩ H0 = H , for some isotropy subgroup H0 of U . (b) If there are no new isotropy subgroups for U , then Q U is onto, replacing k + 2 by k + 1 in the above inequalities. Otherwise, this will not be the case, in general, unless k = 0 and the new isotropy subgroups H0 are such that
/H0 ∼ = S1.

1.8 Equivariant homotopy groups of spheres

39

Note that (α) requires that dim W
≥ k + 2 (unless W
= {0}), while (a) gives a better result if one has U
= {0}. Both conditions coincide if U
 = {0}. Note also that if one adds enough dummy variables to W (so that one gets to the point of dim W
≥ k + 2 and dim W H − dim W K ≥ k + 2 − dim
/H , for any pair K, H in Iso(W ), with K > H ), then, in the abelian case, Q U will be one-to-one under any suspension. This stabilization process will be important when computing the degree through finite dimensional approximations. On the other hand, if in Theorem 8.1, one takes H to be the isotropy subgroup of W K , when K is in Iso(U ) but not in Iso(W ), then K < H and W K = W H : see Definition 2.1. In this case condition (β) is never satisfied. Another argument which we will use often, and which is fundamental for bifurcation, is the deformation of families of linear maps. More precisely, assume that B(λ) is a family of
-equivariant matrices, defined for &λ& ≤ ρ, λ in Rk , and invertible for &λ& = ρ, an S k−1 -sphere. One has an application: S k−1 → GL
(V ), the set of invertible
-equivariant matrices. If one considers all
-deformations of such matrices, one obtains an element of k−1 (GL
(V )). Now, from Theorem 5.3, we know that B(λ) has a block diagonal structure on the irreducible subrepresentations of V , that is, any
-deformation will have to preserve the structure and should be generated by deformations of families of restrictions AR (λ), AC (λ) or AH (λ), as given in that theorem. The facts which will be used in this book are the following: Theorem 8.3. (a) GL(Rd ) has two components characterized by the sign of the determinant. Thus, 0 (GL(Rd )) ∼ = Z2 , where AR (λ) is non-trivial if and only if its determinant changes sign. (b) If det AR (λ) > 0, then, for d = 2, 1 (GL+ (Rd )) ∼ = Z and is generated λ1 −λ2 + d ∼ by A(λ1 , λ2 ) ≡ . For d > 2, 1 (GL (R )) = Z2 and is generated by λ2 λ1 diag(A(λ1 , λ2 ), Id−2 ). k−1 (GL+ (Rd )) is an abelian group with [B]+[D] ≡ [BD]. (c) GL(Cd ) and GL(Hd ) are connected, hence 0 = 0 for them. Also, 1 (GL(Cd )) ∼ = Z, where AC (λ) is deformable to diag(det AC (λ), Id−1 ) and two families are homotopic if and only if their complex determinants, as maps from S 1 into C\{0}, are homotopic, i.e., they have the same winding number. Finally, GL(Hd ) is simply-connected. The proof of this result can be found in any book on Lie groups. Notice, that for k > 1 one has the Bott periodicity results, see [I ], but in the present book we shall limit ourselves to the case k ≤ 1. We shall see in particular how the non-connectedness of GL(Rd ) affects the computations of 
SV (S W ).

40

1 Preliminaries

A fundamental tool in bifurcation theory is the following extension of the Whitehead homomorphism: consider, as before, a family of
-matrices B(λ), invertible for λ  = 0 and such that B(0) = 0 (for instance ρ −1 &λ&B(λρ/&λ&)). In R × V = Rk × W consider the ball B = {(λ, x) : &λ& < 2ρ, &x& < 2R} and the map J
(B(λ)x) = (&x& − R, B(λ)x). Then, J
(B(λ)x) is non-zero on the boundary of the ball B and if B(λ), defined as in the example from &λ& = ρ, is
-homotopic to C(λ), then J
(B(λ)x) is
-homotopic to J
(C(λ)x), i.e., one has an induced map: J
: k−1 (GL
(W )) → 
SV (S W ). (Here, the variable t is given by λ1 ). Furthermore, if all AR (λ) have positive determinant, then J
is a morphism of abelian groups. In the case
= {e}, the above construction is called the Hopf construction, J is the Whitehead homomorphism and has been thoroughly studied (for k < d) by Bott and Adams. Of particular importance is the kernel of J
. In fact, if J
[B(λ)]  = 0, then, from Lemma 6.1, any
-extension of J
[B(λ)], or of any map
-deformable to it on ∂B, from ∂B to B must have a zero. Now, if g(λ, x) = 0(&x&2 ), then for R small enough, the couple (&x& − R, B(λ)x + g(λ, x)) is
-deformable to J
[B(λ)] on ∂B, provided B(λ) is invertible for &λ& = 2ρ. Hence, if J
[B(λ)] = 0, the couple will have zeros and the map B(λ)x + g(λ, x) ≡ f (λ, x) will have zeros in B, with &x& = R, for any small R, besides (λ, 0). Note that, on ∂B, the
-homotopy ((1 − τ )(&x& − R) + τ (ρ − &λ&), B(λ)x) is admissible. In fact, on ∂B, if B(λ)x = 0, then either λ = 0 and &x& = 2R (and the first component is positive), or x = 0 and &λ& = 2ρ (and the first component is negative). Thus, J
[B(λ)] = [ρ − &λ&, B(λ)x]. For a more detailed exposition of J
, see [I ]. Our last set of preliminaries concerns
-orthogonal maps. As in § 7, let
be abelian and W be an orthogonal representation of
. Let V be Rk × W , where k may be 0. Then, one may consider the set C⊥ of all
-orthogonal maps F from [0, 1] × BR into R × W , which are not zero on the boundary of the cylinder. Definition 8.4. The set of all
-orthogonal homotopy classes in C⊥ is denoted by 
⊥S V (S W ). Lemma 8.3. If dim V
> 0, then 
⊥S V (S W ) is an abelian group, where the addition is that of Definition 8.2. Proof. It is enough to check that one may repeat the arguments of Lemma 8.1 (i.e., that F (t, x) can be taken orthogonally as (1, 0) for t = 0 and t = 1) and that of

41

1.8 Equivariant homotopy groups of spheres

Lemma 8.2 (for the deformation on A± ). Now, both of those arguments were based on the equivariant Borsuk extension theorem, which is valid for orthogonal maps (see Corollary 7.1).  We shall see, in Chapter 3, Section 6, that 
⊥S V (S W ) has a much richer structure than 
SV (S W ). One has also a J -homomorphism. In fact, let B(λ) be a family of
-orthogonal matrices, then, from Lemma 7.2, R C C B(λ) = diag(AR 1 (λ), . . . , Am (λ), A1 (λ), . . . , As (λ)), n

T , while AC (λ) where AR i (λ) correspond to the irreducible real representations in V j n are complex self-adjoint matrices in (V T )⊥ . As before, one has a map
W J⊥
: k−1 (GL⊥
(W )) → S V (S ).

Now, the connected components of GL⊥
(W ) are characterized by the Morse index of AjC (i.e., the dimension of the space where AjC is negative definite). Note, that the addition in k−1 (GL⊥
(W )) is given as in Definition 6.2 and does not correspond to a product (which is of course not self-adjoint). The base point (corresponding to the map (1, 0) for t = 0 and t = 1) will be a matrix of the form (−I1 , I2 ) for each Aj , where I1 is the identity on a space of dimension equal to the Morse index of Aj . In this book we will only treat the case k = 1. For the general case see [IV3]. Remark 8.3. The reader may wonder where the finite dimensionality of the spaces was used, in particular in the definition of 
SV (S W ). The answer is that it was never used and we invite the reader to go over the arguments and check that this group may be defined also in the case of infinite dimensional spaces. The problem is that it is likely that this group
would be trivial as the following example shows. Take l 2 = {(x1 , x2 , x3 , . . . ) with xi2 < ∞} and let S be the unit sphere in l 2 . Now, the homotopy h(τ, x) = τ (x1 , x2 , x3 , . . . ) + (1 − τ )(0, x1 , x2 , . . . ) is valid on S, since it is not 0 there. Hence, the identity on S is homotopic to 1 (0, x1 , x2 , . . . ), which, via ((1 − τ 2 ) 2 , τ x1 , τ x2 , . . . ) with norm 1, is in turn homotopic to (1, 0, 0, . . . ). Note that if there is a group action, the first homotopy will not be equivariant, unless there is only one isotropy subgroup. Hence, the identity is homotopic to (1, 0, 0, . . . ). Thus, any map f (x1 , x2 , x3 , . . . ), which is non-zero on S will be homotopic to f (1, 0, 0, . . . ), via f (h(τ, x)/&h(τ, x)&) followed by the second homotopy. Hence, any map is homotopic to a constant and S (S) = {0}. This is one of the reasons for introducing, in Definition 6.1, compact perturbations of the identity: that is, if B = U ×W and E = V ×W , with U and V finite dimensional representations of
, then the class C, is reduced to maps of the form F (t, x) = (8(t, x), g(t, u, w), w − h(t, u, w)),

42

1 Preliminaries

where h is compact and x = (u, w). The homotopies have to be in this class C. In order to define an addition on the set 
SB (S E ), the most economical way is to use the approximation by finite dimensional compact
-maps of Theorem 4.1. In fact, if F (t, x) = 0 on S B , then there is N such that &F (t, x)& ≥ 1/2N −1 . If not, there would be (tN , xN ) in S B such that &F (tN , xN )& < 1/2N −1 , for all N . From the finite dimensionality of U , we may assume that (tN , uN ) converge to (t, u) and, from the compactness of h, the sequence h(tN , uN , wN ) would converge to some w. Then, wN would converge to w and one would have F (t, u, w) = 0 for some point in S B . Take then hN , with hN (I × BR ) ⊂ MN a finite dimensional subrepresentation of W , such that &h(t, x) − hN (t, x)& ≤ 1/2N . Then, F (t, x) is compactly
-homotopic on S B to FN (t, u, wN , w˜ N ) = (8(t, x), g(t, x), w − hN (t, x)), where wN is in MN and w˜ N is in a complement subrepresentation. The map FN is in turn compactly
-homotopic to F˜N (t, u, wN , w˜ N ) = (8(t, u, wN ), g(t, u, wN ), wN − hN (t, u, wN ), w˜ N ) by deforming w˜ N in the arguments of 8, g and hN to 0. Thus, F˜N is a suspension of a finite dimensional map by w˜ N . From Lemma 8.1, one may assume that F˜N = (1, 0, w˜ N ) for t = 0 and t = 1, which is compactly
-homotopic to (1, 0, w) for t = 0 or t = 1. Two such maps may be added, as in Definition 8.2, and Lemma 8.2 goes through for such maps, replacing (1, 0) by (1, 0, w) for the finite dimensional approximation hN . Hence, 
SB (S E ), with compact perturbations of the identity, is an abelian group if dim B
> 0. We leave to the reader the task of considering other classes of maps, such as k-set-contractions (see e.g. [IMPV]).

1.9

Symmetries and differential equations

The applications in this book will be mainly to ordinary differential equations. Although it is not difficult to see how to apply the equivariant degree to nonlinear PDE’s or delay equations, we have chosen, in order to keep the spirit of the preface, to try to minimize the technical aspects which could obscure the interplay between Symmetry and Analysis. The reader is invited to keep in mind the following example: Find 2π-periodic solutions to the equation dX = f (t, X, λ), dt where X is in RN , λ is in the space of parameters, f is 2π -periodic in t (for instance f may be autonomous) and equivariant with respect to a group
0 , i.e., f (t, γ0 X, λ) = γ˜0 f (t, X, λ).

43

1.9 Symmetries and differential equations

For instance, if one wishes to find periodic solutions (of unspecified period) of the equation dX = f (X), dτ then, the time scaling t = ντ gives the equivalent system ν

dX = f (X) dt

and 2π/ν-periodic solutions of the first system correspond to 2π -periodic solutions of the second and the frequency ν appears as an extra-parameter. As we have seen in Example 1.5, we may write X(t) as X(t) =

∞ 

Xn eint ,

−∞

with Xn in CN , X−n = X¯ n and obtain an equivalent formulation inXn − fn (X0 , X1 , . . . , λ) = 0,

n = 0, 1, 2, . . .

where the Fourier coefficients will be
0 -equivariant, S 1 ×
0 -equivariant (as in Example 3.3), if f is autonomous, or Zp ×
0 -equivariant if f (·, X, λ) is 2π/p-periodic in t. 1 N The expression dX dt −f (t, X, λ) may be regarded as a nonlinear map from C2π (R ) 0 N 1 1 2 1 into C2π (R ), or between the Sobolev spaces H (S ) to L (S ), where, for p > 0,  

∞ int : 2 2p H p (S 1 ) = X(t) = ∞ −∞ Xn e 0 |Xn | (1 + n ) < ∞ . 0 (RN ) for p > 1 . Recall that H p (S 1 ) ⊂ C2π 2 Notice that, if f has a linearization A(t) at some X0 , then Fredholm operator of index 0 between any of the above spaces.

dX dt

− A(t)X is a

Definition 9.1. Let B and E be Banach spaces and L be a linear continuous operator from B into E. Then L is said to be a Fredholm operator of index i if and only if: (a) dim ker L = d < ∞, (b) Range L is closed and has finite codimension d ∗ . The index i of L is the difference d − d ∗ . If, in the above example, one assumes that A is a constant matrix (for instance the 0 matrix), then Lx = g is equivalent to inXn − AXn = gn ,

44

1 Preliminaries

which is always solvable for any g in L2 (and then X is in H 1 ), provided gn is in the range of inI − A (always true for n large enough) i.e., if gn is orthogonal to ker(−inI − AT ). From Linear Algebra one has that the index is 0. For the case of a non-constant A, periodic solutions will correspond to starting points X0 such that /(2π)X0 = X0 , where /(t) is a fundamental matrix or one may use a deformation of A(t) to 0, using the Ljapunov–Schmidt reduction. In fact, one of the important properties of maps which have linearizations which are Fredholm operators, is the reduction to a finite dimensional local problem. Assume that B and E are Banach spaces and consider the equation F (λ, x) = Ax − T (λ)x − g(λ, x) from Rk × B into E, A a Fredholm operator, T (λ) is a family of continuous linear operators with T (0) = 0, &T (λ)& → 0 as λ → 0 and g(λ, x) = o(&x&), uniformly on λ. If B and E are
-spaces we shall assume that A, T (λ) and g are
-equivariant. Let then P and Q be two projections (which we may assume to be equivariant, since ker A and Range A are subrepresentations) P from B onto ker A and Q from E onto Range A. Then, B = ker A ⊕ B2 E = E2 ⊕ Range A with B2 a closed subspace (a subrepresentation by Lemma 4.4) and E2 of dimension d ∗ . Any x in B is written as x = x1 + x2 , with x1 = P x. Since A is continuous, one-to-one from B2 onto Range A, there is a continuous inverse from Range A onto B2 , that is, AKQ = Q,

KA(I − P ) = I − P .

One may write the equation as (A − QT (λ))(x1 + x2 ) − Qg(λ, x1 + x2 ) ) (I − Q)(T (λ)(x1 + x2 ) + g(λ, x1 + x2 )) and, using the facts that A − QT (λ) = A(I − KQT (λ)), where for λ small, I − KQT (λ) is an invertible mapping from B into itself, with an inverse which is given by power series and that T (λ)(I −KQT (λ))−1 KQ = T (λ)KQ+(T (λ)KQ)2 +· · · = (I −T (λ)KQ)−1 −I, as a mapping from E into E, one has that F (λ, x) = (A − QT (λ))[x2 − (I − KQT (λ))−1 KQ(T (λ)x1 + g(λ, x))] ) (I − Q)[T (λ)((I − KQT (λ))−1 x1 + x2 − (I − KQT (λ))−1 KQ(T (λ)x1 + g(λ, x))) + (I − T (λ)KQ)−1 g(λ, x)].

1.9 Symmetries and differential equations

45

In order to better appreciate this formula, define H (λ, x1 , x2 ) = x2 − (I − KQT (λ))−1 KQ(T (λ)x1 + g(λ, x)) B(λ) = −(I − Q)T (λ)(I − KQT (λ))−1 P G(λ, x) = −(I − Q)(I − T (λ)KQ)−1 g(λ, x). One then has F (λ, x) = (A−QT (λ))H (λ, x1 , x2 )⊕B(λ)x1 +G(λ, x)−(I −Q)T (λ)H (λ, x1 , x2 ). It is clear that, if F (λ, x) = 0 and for small λ and x, then H (λ, x1 , x2 ) = 0 has a unique solution x2 = x2 (λ, x1 ), with &x2 & ≤ C&x1 &(&λ& + 0(&x1 &)), provided g(λ, x) is C 1 and &T (λ)& ≤ C&λ&, by using any contraction mapping argument. Then the zeros of F coincide with those of the bifurcation equation B(λ)x1 + G(λ, x1 + x2 (λ, x1 )) = 0, where B(0) = 0, B(λ) is a d × d ∗ matrix and G(λ, x1 ) = o(&x1 &). Taking g = 0, one has that dim ker(A − T (λ)) = dim ker B(λ), while for g any element of E, one gets codim Range(A − T (λ)) = codim Range B(λ), that is, the spectral properties of A − T (λ) can be recovered from those of B(λ). In particular, Range(A − T (λ)) is closed and A − T (λ) is a Fredholm operator of index d − d ∗ . An important particular case, which will be used throughout the book, is when B = E, A = I − T and T (λ) = λT , with T a compact operator. In this case one may build up the projections P and Q in two stages. In fact, since T is compact, one has that ker(I − T )α = ker(I − T )α+β for all β > 0, so, for an α, called the ascent of I − T , the dimension m of ker(I − T )α is the algebraic multiplicity and one has E = ker(I − T )α ⊕ Range(I − T )α . Both subspaces are invariant under T and A = I −T is nihilpotent on ker(I −T )α , hence one may choose a basis such that A is in Jordan form, with d blocks of dimension mj . On a typical block of dimension m, one has     0 1 0 1 0   .. ..   ..   . .   .  = J, A=I −T = Q =  ,   .   . . 1 1  0 0 0 0     0 0 0 0     1 1 . . .     = JT , I − P = K=  , ..   . .   . .. ..   0 1 0 1 0 T (λ) = λT = λI − λJ.

46

1 Preliminaries

Since QJ = J , one obtains J T Q = J T and J T J = I − P , then KQT (λ) = λJ T Q(I − J ) = λJ T − λ(I − P ) and it is easy to check directly that   1 0 0 0 ... 0 1 λ  0 0 ... 0   1+λ  1+λ  λ2  λ 1   0 . . . 0 2 2 1+λ (1+λ)  (1+λ)  −1   3 2 (I − KQT (λ)) =  λ λ λ 1  . . . 0 1+λ  (1+λ)3  (1+λ)3 (1+λ)2   .. .. .. .. ..   . . . . .   λm−1 λm−2 1 . . . . . . . . . 1+λ (1+λ)m−1 (1+λ)m−1 Hence, the first column of T (λ)(I − KQT (λ))−1 will be

T λm−1 λm λ λ2 ,..., , , 1 + λ (1 + λ)2 (1 + λ)m−1 (1 + λ)m−1 and B(λ) on this block will be −λm /(1 + λ)m−1 . mj mj −1 , for Hence B(λ) will
be a diagonal matrix with components −λ /(1 + λ) j = 1, . . . , d and mj = m, the algebraic multiplicity. Another case, which is used mainly for bifurcation purposes, is when B ⊂ E, A is a Fredholm operator of index 0, with 0 as an isolated eigenvalue and T (λ) = λI . In this case, one has a finite ascent α and B = B ∩ Range Aα ⊕ ker Aα ,

E = Range Aα ⊕ ker Aα .

On Jordan blocks as before, A, Q, K, and I − P have the same form, while   1 0 ... ... 0  λ 1 0 . . . 0     . . . . . . −1 ,  . . (I − KQT (λ)) =  .    .. .. .. ..   . . . . m−1 λ ... ... λ 1 since I − λKQ = I − λJ . Then, on the block, if x in ker Aα has coordinates (x1 , 0, . . . , 0) and g has components (g1 , . . . , gm ), one obtains B(λ)x + G(λ, x)|Block = λm x1 + λm−1 g1 + · · · + gm .
Then B(λ) is a diagonal matrix with entries λm1 , . . . , λmd , with mj = m = dim ker Aα , the algebraic multiplicity. Example 9.1 (Equivariant maps). If A, T (λ) and g are equivariant, then, by choosing equivariant projections, one sees easily that K is also equivariant, the uniqueness of x2 (λ, x1 ) will imply that x2 (λ, γ x1 ) = γ x2 (λ, x1 ) and the bifurcation equation is equivariant. In particular, B(λ) has a block-diagonal form, in case B(λ) is invertible.

1.9 Symmetries and differential equations

47

Example 9.2 (Gradient maps). If B is continuously imbedded in the Hilbert space E and F (λ, x) is the gradient of a C 2 functional /(λ, x), i.e., /x (λ, x)h = (F (λ, x), h), for all h in B, then A and T (λ) are self-adjoint operators. Assume that A is a Fredholm operator (hence of index 0). One may choose B2 = B ∩ Range A, E2 = ker A and Q = I − P . It is easy to see that K is symmetric and that B(λ)T = B(λ). Furthermore, it is clear that x2 (λ, x1 ) is C 1 . Let 8(λ, x1 ) = /(λ, x1 + x2 (λ, x1 )), then the Frechet derivative of 8 is such that, for h in ker A 8(λ, x1 + h) − 8(λ, x1 ) = /x (λ, x1 + x2 (λ, x1 ))(h + x2 (λ, x1 + h) − x2 (λ, x1 ) + o(h)) = /x (λ, x1 + x2 (λ, x1 ))(I − KQT (λ))−1 h + o(h) = (F (λ, x1 + x2 (λ, x1 )), h) + o(h) = (B(λ)x1 + G(λ, x1 + x2 (λ, x1 )), h) + o(h), where, in the last equality, one uses that F (λ, x1 + x2 (λ, x1 )) belongs to ker A, while KQT (λ)h belongs to Range A. Hence, ∇8(λ, x1 ) = B(λ)x1 + G(λ, x1 + x2 (λ, x1 )). Example 9.3 (Orthogonal maps). Assume that B ⊂ E are both
-Hilbert spaces and let F (λ, x) be
-orthogonal, with respect to the scalar product in E and
is abelian. As above, A is a Fredholm operator of index 0. Lemma 9.1. Under the above hypothesis, one may choose P and Q such that the bifurcation equation is
-orthogonal. Proof. From Lemma 7.2, the orthogonality of F (λ, x) implies that A, T (λ) and g(λ, x) are also
-orthogonal. In particular, A − T (λ) has a diagonal structure on equivalent n irreducible representations of
and, on (E T )⊥ , its restriction has a complex self˜ adjoint form A˜ − T˜ (λ) and the above space has the decomposition ker A˜ ⊕ Range A. Choose P and Q equivariant, hence K and B(λ) will be equivariant and will commute with Aj . Furthermore, one may choose an orthogonal projection P˜ onto ker A˜ with ˜ = I − P˜ , hence the part of B(λ) on ker A ∩ (E T n )⊥ will be B(λ) ˜ Q = −P˜ T˜ (I − ˜ − P˜ )T˜ )−1 P˜ which commutes with Aj and is self-adjoint (expand the inverse in K(I power series). Hence, B(λ) is
-orthogonal. On the other hand, ˜ −1 g, Aj x1 ) −(G(λ, x), Aj x1 ) = ((I − T˜ K˜ Q) ˜ K˜ T˜ )−1 Aj x1 ) = (g, (I − Q ˜ K˜ T˜ (I − Q ˜ K˜ T˜ )−1 Aj x1 ), = (g, Aj x1 ) + (Qg,

48

1 Preliminaries n

by using the fact that Aj is 0 on E T and that it has a diagonal structure. Since g is orthogonal, one may replace the first term by −(g, Aj x2 ). But x2 (λ, x1 ) solves Qg = (A − QT )(x1 + x2 ), hence, using the fact that A and T are orthogonal and Q commutes with Aj , one obtains (g, Aj x1 ) = (QT x1 , Aj x2 ). The same substitution in the second term yields ˜ −1 T˜ K(A ˜ K˜ T˜ (I − Q ˜ K˜ T˜ )−1 Aj x1 ), ˜ ((I − T˜ K˜ Q) − QT )x2 , Aj x1 ) − (x1 , T˜ Q ˜ A− ˜ Q ˜ T˜ ) = T˜ −T˜ K˜ Q ˜ T˜ = where the first term reduces to (T˜ x2 , Aj x1 ), by writing T˜ K( n ˜ T˜ , since on E T one has Aj x1 = 0. The second term is of the form (I − T˜ K˜ Q) (x1 , LAj x1 ), with L self-adjoint (expand again the inverse in power series) and hence 0, since we have seen that orthogonality is equivalent to self-adjointness for linear operators. Thus −(G(λ, x), Aj x1 ) = (T x1 , Aj x2 ) + (T x2 , Aj x1 ) = 0, since T is
-orthogonal.



In the case of autonomous differential equations, we shall assume that the equation F (X, λ) ≡

dX − f (X, λ) = 0, dt

for λ in Rk and X in RN , is such that there are bounded sets 9 in Rk and  in RN , with the following properties: 1. f (γ0 X, λ) = γ0 f (X, λ), for γ0 in
0 , a compact abelian Lie group, of dimension n. ¯ is in fact in , for 2.  is invariant under
0 and any 2π -periodic solution in  any λ in 9. Let then

˜ ≡ {X ∈ H 1 (S 1 ) : &X&1 < R, X(t) ∈ }, 

where R is chosen so large that any periodic solution in  has &X&1 < R/2 : R depends upon bounds on f over 9 ×  and Sobolev constants. Then, F (X, λ)  = 0 ˜ and is equivariant with respect to
≡ S 1 ×
0 . on ∂  As particular cases we shall also consider the problem of finding 2π-periodic solutions to the following Hamiltonian system H (X, λ) = J X  + ∇H (X, λ) = 0,

49

1.9 Symmetries and differential equations



where X is in

R2N , J

0 is the standard symplectic matrix I

−I 0

and H is C 2 and


0 -invariant. In this case we shall assume that
0 acts symplectically on R2N , i.e., it commutes with J . Then, again, H(X, λ) is
-equivariant, with
= S 1 ×
0 . In fact, the following result holds. Proposition 9.1. The mapping H is
-orthogonal with respect to the L2 (S 1 ) scalar product. Proof. Here the infinitesimal generators for
will be AX ≡ X  for the action of S 1 and Aj X, j = 1, . . . , n, if the rank of
0 is n (i.e., dim
0 = n). Then 2π (J X · X  + ∇H (X, λ) · X  ) dt = 0, (H(X, λ), AX) = 0

since J Y · Y = 0 and the second term integrates to H (X(t), λ), giving 0 on periodic functions. On the other hand ∇H (X, λ) · Aj X = 0, since H is
0 -invariant, and 2π  −(X T J Aj X) dt/2 = 0, (J X , Aj X) = 0

where we have used the relations J T = −J , AjT = −Aj , J Aj = Aj J . Thus, H(X, λ) is
-orthogonal.



The second particular case is that of a second order Hamiltonian E(X, λ) = −X + ∇V (X, λ) = 0, under the same assumptions on the potential V . One has the same infinitesimal generator AX = X and Aj X, if V is
0 -invariant. Here, of course, B is H 2 (S 1 ) and, as before, one has Proposition 9.2. E(X, λ) is
-orthogonal with respect to the L2 (S 1 ) scalar product. Note that we have taken −X  so that the associated operator is non-negative on L2 (S 1 ). Recall that the equation F (X, λ) = 0 is equivalent to


inXn − fn (X, λ) = 0,

n = 0, 1, 2, . . . ,

where X(t) = Xn eint with X−n = X¯ n in CN . Recall also that the action of
0 on RN decomposes this space in irreducible subrepresentations of
0 and one may write any X in RN as (x 1 , . . . , x s ), with x j in R or C, and the action of
0 on x j is of the form j γ0 ≡ exp i(N j , / + 2π K, Lj /M),

50

1 Preliminaries

(see Example 1.4 and §2). Then, on the j -th coordinate of Xn , the action of
= S 1 ×
0 , will be of the form j j γn = γ0 einϕ . Remark 9.1. In the Hamiltonian case,
0 commutes with J , hence if X = (Y, Z), with Y and Z in RN , then the actions of
0 on Y and Z are the same. If one of the complex irreducible representations of
0 associates one coordinate of Y with one of Z, then J on this pair takes the form of a multiplication by i. Remark 9.2. For the general case it is easy to see that F (X, λ) = 0 may be written as Xn − fn /(in), i.e., of the form Id-compact on H 1 (S 1 ), a situation where one will be able to use the equivariant degree in infinite dimension. In the Hamiltonian case, one could use the same argument (by multiplying by J /(in)) but then one looses the orthogonality. One has then to keep the strongly indefinite operator J X  and use a global Ljapunov–Schmidt reduction in the following form: On a large ball in H 1 (S 1 ), one has that X(t) is bounded as well as D 2 H (X, λ) (thus, we need that H is C 2 ). Write X = X1 ⊕ X2 , where X1 = P X corresponds to modes n, with |n| ≤ N1 and X2 to the others. Note that J X is self-adjoint on L2 (S 1 ) and a Fredholm operator of index 0 from H 1 (S 1 ) into L2 (S 1 ). The equation (I − P )J X  + (I − P )∇H (X, λ) = 0 is uniquely solvable for X2 as a C 1 -function of X1 , for N1 large enough. In fact, the linearization at any X0 in the ball has the property that &J X2 + (I − P )D 2 H (X0 , λ)X2 &L2 ≥ (1 − M/N1 )&X2 &H 1 , where M is a uniform bound for &D 2 H (X0 , λ)&. Hence, the global implicit function theorem may be applied. Furthermore, since (∇H (X, λ), AX) = 0, where AX is either X  , or Aj X, one has that the scalar product (P ∇H (X1 +X2 (X1 , λ)), AX1 ) = −((I −P )∇H, AX2 ) = ((I −P )J X2 , AX2 ) = 0. Thus, the reduced equation is
-orthogonal and one may look at J X1 + P ∇H (X1 + X2 (X1 , λ), λ) = 0, in the finite dimensional space P H 1 (S 1 ), where the second term inherits the gradient structure, as in Example 9.2. Let now X0 (t) be a 2π -periodic function such that F (X0 (t), λ) = 0, with
X0 ≡ H . Then, if dim
/H = k, one has that X0 (t), Aj X0 (t) belong to ker DF (X0 , λ), by Property 3.3, and exactly k of these vectors are linearly independent (Lemma 2.4). In other words, each of the above vectors is a solution of the equation Y  − Df (X0 (t), λ)Y = 0,

1.9 Symmetries and differential equations

51

respectively J Y  + D 2 H (X0 (t), λ)Y = 0, or −Y  + D 2 V (X0 (t), λ)Y = 0. We would have to identify V H , V H and V K , where H is the torus part of H and H /K ∼ = Z2 , where the subgroups K with that property will lead to period doubling and “twisted orbits” as explained below. We shall consider three possible cases: (a) A time-stationary X0 (t) (b) A rotating wave X0 (t) (c) A truly time periodic X0 (t). Case 9.1. Time-stationary X0 (t). If X0 (t) ≡ 0, then H = S 1 × H0 , with H0 <
0 such that dim
0 /H0 = k and H = S 1 × T n−k . Thus, V H is contained in RN , the space of constant functions. Recall that Df (X0 , λ) is H -equivariant and has the diagonal structure of Property 3.4 and Theorem 5.3. Since this matrix is constant, one has for each mode n, the linearization (inI − Df (X0 , λ))Xn . The spectral properties of Df (X0 , λ) will be crucial when discussing the Hopf bifurcation, i.e., bifurcation of truly periodic solutions near the constant solution X0 . Case 9.2. Rotating wave X0 (t). Assume that X0 is a linear combination of the Aj X0 ’s Writing this relation on Fourier series and taking into account that Aj is diagonal (being equivariant), it is easy to see that for each coordinate zs of RN , with a non-trivial action of T n , there is at most one mode ns such that X0 is non-zero on that mode. Consider then the matrix A(t) = diag(. . . , e−ins t , . . . ), written this way according to the action of
0 , i.e., each exponential corresponds to a rotation for a pair of real coordinates of X. Let then Y (t) = A(t)X(t). If Y0 (t) = A(t)X0 (t), then, since the s’th component of X0 (t) is eins t Xns , one has that Y0 (t) = 0, i.e., the rotating wave X0 (t) has been frozen. Furthermore, Y  = A (t)A−1 (t)Y (t) + A(t)f (A−1 (t)Y (t), λ),   −1 for any solution
ofs F (X(t), λ) = 0. It is neasy to see that A A s = A (0). Also, λj nj , where the action of T on zs is via exp(iN , /), with N s = since ns = (ns1 , . . . , nsn )T , then, from the equivariance of f with respect to
0 , one has that f (A−1 (t)Y (t), λ) = A−1 f (Y (t), λ), by taking ϕj = λj /t. Hence,

Y  (t) = A (0)Y (t) + f (Y (t), λ), and one has a reduction to the previous case.

52

1 Preliminaries

Remark 9.3. If the s’th coordinate of X is Xs = x + iy, then e−ins t Xs has to be interpreted as



x sin ns t cos ns t y − sin ns t cos ns t and X s (t) = eins t Xns has the same decomposition. This can also be seen from the fact that  (xn eint + x¯n e−int ) x(t) = n≥0

y(t) =



(yn eint + y¯n e−int ).

n≥0


Then one has x(t) + iy(t) = X s (t) = n≥0 (xn + iyn )eint + (x¯n + i y¯n )e−int . If ns > 0, then xn + iyn = 0 for n = ns and x¯n + i y¯n = 0 for all n ≥ 0. In particular, xns = iyns = Xns /2. Hence, one recovers the above expression for Xs (t). For a Hamiltonian system, the coordinates zs come in pairs or J acts as i on a complex coordinate. This implies that J commutes with A(t). One arrives at Y  (t) = A (0)Y (t) + J ∇H (Y (t), λ), i.e., to J Y  − J A (0)Y + ∇H (Y (t), λ) = 0, and a new Hamiltonian H˜ (Y, λ) = H (Y, λ) − (J A (0)Y, Y )/2. (Note that, since J and A (0) commute and both are antisymmetric, their product is self-adjoint). For a second order Hamiltonian, the above transformation gives rise to −Y  − A (0)2 Y + 2A (0)Y  + ∇V (Y, λ) = 0. We leave to the reader to check that this equation is
-orthogonal. Case 9.3. Truly periodic solutions. If X0 , A1 X0 , . . . , Ak−1 X0 are linearly independent, we may assume, from Case 9.2, that Ak X0 , . . . , An X0 are linear combinations of A1 X0 , . . . , Ak−1 X0 only. In particular, if k = 1, then Aj X0 = 0 and X0 belongs n to V T . In general, from Lemma 2.4, one may reparametrize T n such that on V H one has Aj X = 0, for j ≥ k, where H is the torus part of H (see Lemma 2.6). Assume that X0 (t) is 2π/p-periodic in time, hence H = Zp × H0 , with modes which are multiples of p. One has dim
0 /H0 = k − 1 and H = H 0 = T n−k+1 . Lemma 9.2. Let V0 ≡ (RN )H 0 , then V H = {X(t) ∈ V0 , ∀t} and (V H )⊥ = {X(t) ∈ V0⊥ , ∀t}. Proof. In fact, H = {(ϕ, /, K) : nϕ + N j , / + K, Lj /M ∈ Z, for each nonj zero component Xn of X0 }, where N j and Lj have to be interpreted as in §2. (Here ϕ, ϕ1 , . . . , ϕn are in [0,1] and N j , K, Lj , M are integer-valued vectors). From the

1.9 Symmetries and differential equations

53

reparametrization of T n , the phases ϕk , . . . , ϕn do not appear in N j , / and the fact that X0 is linearly independent from Aj X0 , restricts ϕ, ϕ1 , . . . , ϕk−1 to a discrete set in the above expression. Hence, the torus part of H and H0 corresponds to (ϕk , . . . , ϕn ). The lemma is then clear.  q

Lemma 9.3. There is a γ0 in
0 such that γ0 0 X0 = X0 and X0 (t) = γ0 X0 (t +2π/q), with q = pq0 . Proof. As noted above, the set of (ϕ, ϕ1 , . . . , ϕk−1 ) in H is discrete. Since
is compact, there is a positive minimum ϕ0 such that (ϕ0 , 80 , K0 ) is in H , where 80 corresponds to the reparametrization of Lemma 2.4. From the congruences, ϕ0 , as well as each component of 80 , is a rational, of the form r/q, with r and q coprime. If r > 1, then there are integers k and a such that kr + aq = 1 and, changing ϕ0 to kϕ0 , one may take ϕ0 = 1/q. Then, X0 (t) = γ0 X0 (t + 2π/q), where γ0 corresponds to (80 , K0 ). Now, any other element of H gives X0 (t) = γ X0 (t + 2πϕ), with γ corresponding to (8, K). For such an element, let k be such that 0 ≤ ϕ − kϕ0 < ϕ0 . Then, X0 (t) = γ γ¯0k X0 (t + 2π(ϕ − kϕ0 )) and (ϕ − kϕ0 , 8 − k80 , K − kK0 ) belongs to H , contradicting the minimality of ϕ0 , unless ϕ = kϕ0 and γ = γ0k . Recall that H0 <
0 is the isotropy subgroup of the geometrical coordinates of q X0 (t). Since ϕ0 = 1/q, one has that γ0 is in H0 and then H = {k(ϕ0 , 80 , K0 ), k = 0, . . . , q − 1} ∪ {(8, K) ∈ H0 }. q

Let q0 be the smallest integer such that γ0 0 ∈ H0 : from the minimality q = pq0 , one q  has γ0 0 X0 = X0 and the lemma is proved. Lemma 9.4. The space V H consists of all 2π/p-periodic functions X(t) with X(t) ∈ V0H0 for all t and X(t) = γ0 X(t + 2π/q). j

j

Proof. On the component Xn the action of H is as γn ≡ exp 2π i(kn/q +kN j , 80 + kK0 , Lj /M + N j , 8 + K, Lj /M), with (8, K) in H0 . Taking k = 0, one needs that (8, K) is in Hj , the isotropy subgroup of the j’th coordinate, hence H0 < Hj and q X(t) is in V0H0 . In particular, γ0 0 acts trivially on X j . Hence, taking k = q0 , one concludes that n has to be a multiple of p and X(t) is 2π/p-periodic. The inverse inclusion is clear.   Hj n , the inclusions K < Consider now K such that H /K ∼ = Z2 . Since K =   H Hj n < H , imply that either H < Hj n , or K = H Hj n , where Hj n is the j isotropy of Xn . In the second case, which must hold at least for one Hj n , one has that for any γ in H , then γ 2 must be in Hj n . In particular, for ϕ = 0 and γ˜ in H0 , one needs γ˜ 2 ∈ Hj and H0 /(H0 ∩ Hj ) has at most order 2. Let K0 = H0 ∩ Hj , for all such j’s, then, either K0 = H0 , or H0 /K0 ∼ = Z2 . In the second case, let V1 ≡ (RN )K0 , then

54

1 Preliminaries

there is a γ1 in H0 , with γ12 in K0 , i.e., γ1 acts as Id on V0H0 and as − Id on V1 ∩ V0H0 ⊥ . q 2q Since γ0 0 is in H0 , one has that γ0 0 acts as Id on V1 . Let V1± be the subspaces of V1 q where γ0 0 acts as ± Id. Hence, V0H0 ⊂ V1+ . Lemma 9.5. V K consists of all 2π -periodic functions X(t), in V1 for all t, of the form X(t) = X+ (t) + X− (t), with X± (t) = ±γ0 X± (t + 2π/q). In particular, if q is odd, then X± (t) are in V1± and both are 2π/p-periodic. If q is even and p is odd, then X(t) is in V1+ and it is 2π/p-periodic. The components of X+ (t) in V1+ are 2π/p-periodic and those in V1− are 2π/p-antiperiodic. The behavior of the components of X− (t) differs by a factor (−1)q0 . Proof. For the coordinate Xj , we know that 2q0 (N j , 80  + K0 , Lj /M) = aj is an integer, which is even if Xj is in V1+ and odd if Xj is in V1− . Since (2ϕ0 , 280 , 2K0 ) j fixes Xn , one has that 2n/q + aj /q0 = b is an integer. From n = bq/2 − aj p/2, one has that, if q is odd, then b has the parity of aj , while, if q is even and aj is odd, then p has to be even. Even b’s will give X+ (t) and odd b’s give X− (t). There are minima j nj± such that the modes of X± are of the form n± = nj± + cq, for any integer c. The j

j

numbers nj± are multiples of p, except if p is even and (for X+ ) aj is odd, or (for X− ) aj and q0 have opposite parities, in which case nj± are odd multiples of p/2. These elements prove one inclusion. The reverse inclusion is clear.  Remark 9.4. (a) If X± (t) = ±γ0 X± (t + 2π/q) then, for X(t) = X+ (t) + X− (t), one has X(t) = γ02 X(t + 4π/q) and the relations X± (t) =

1 (X(t) ± γ0−1 X(t − 2π/q)). 2

Conversely, if X(t) = γ02 X(t +4π/q) then, defining X± (t) by these last relations, one obtains X± (t) = ±γ0 X± (t + 2π/q). Hence, V K is the set of all 2π -periodic functions, with X(t) in V1 for all t, such that X(t) = γ02 X(t + 4π/q). (b) If H0 /K0 ∼ = Z2 , then, for any γ in H0 , there is α = 0 or 1 such that γ = γ1α δ q q with δ in K0 . Thus, since γ0 0 is in H0 , one has either α = 0 and γ0 0 is in K0 , in q0 − particular V1 = {0}, or α = 1 and γ0 has the same action as γ1 on V1 , i.e., one may q take γ1 = γ0 0 , in particular one has, in this case, V0H0 = V1+ . Thus, V0H0 is strictly contained in V1+ if and only if V1− = {0}. (c) The components of X+ (t) which lie in V0H0 give an element of V H . In particular, if K0 = H0 and H /K ∼ = Z2 , one cannot have q odd (since then X− (t) would be in V1− = {0} and V0H0 = V1+ ).

55

1.9 Symmetries and differential equations

A last result in this section will be the identification of the irreducible representations of H in (V H )⊥ . Lemma 9.6. Assume X0 , X1 , . . . , Xr are the coordinates of a set of equivalent irreducible representations of H0 in V0⊥ . Then, for each n0 = 0, . . . , q − 1, there is a different set of equivalent irreducible representations of H , with isotropy Kn0 , in (V H )⊥ , with V Kn0 given by functions Xj (t), j = 0, . . . , r such that R−2π(n0 /q+α0 ) γ0 Xj (t + 2π/q) = Xj (t), where Rϕ is a rotation of an angle ϕ of the coordinates of Xj , or equivalently Rϕ Xj = eiϕ Xj , and α0 is given by γ0 X0 = e2π iα0 X0 . Defining aj = q0 (αj − α0 ) with γ0 Xj = e2πiαj Xj , one has more precisely X j (t) = x j (t) + iy j (t), j

j

j

j

with x j (t) and y j (t) real, x j (t) = x1 (t) + x2 (t), with x2 (t) = x¯1 (t). Furthermore the following holds: 1. If 2(n0 − aj p) is not a multiple of q, then j x1 (t)

=

∞ 

xm ei(n0 −aj p)t eimqt

−∞

j

j

and y j (t) = i(x2 (t) − x1 (t)),

j

that is X j (t) = 2x1 (t). 2. If 2(n0 − aj p) = lq, then j

x1 (t) =

 m+l/2≥0

xm ei(lq/2)t eimqt



j

and y1 (t) =

ym ei(lq/2)t eimqt .

m+l/2≥0

If X j (t) is in V Kn0 , then e−2iaj pt X¯ j (t) is in V Kq−n0 . j j ˜ where γnj has the Proof. The action of H on Xn is of the form γn exp 2π iN j , 8,
˜ = nk nj 8l is non-trivial in form given in the proof of Lemma 9.4, while N j , 8 l V0⊥ . One will have the same action for different (n, j )’s if the following happens: j j taking γn = Id (i.e., k = 0 and 8 = 0, K = 0) then nl have to be the same for all j ’s j for l = k, . . . , n. Taking k = 0 in γn , then one needs the same action for all (8, K). j Hence, the different X ’s are in the same set of equivalent irreducible representations q of H0 in V0⊥ . If αj = N j , 80  + K0 , Lj /M gives the action of γ0 , then, since γ0 0 j is in H0 , one needs that q0 (αj − αl ) is an integer aj l . Then, for Xnj and Xnl l , one has that (nj − nl )/q + aj l /q0 is an integer. Hence, for X0 one has the modes n0 + mq, where 0 ≤ n0 < q and m is any integer. For a fixed n0 , the modes for Xj will be of

56

1 Preliminaries

the form nj = n0 − aj p + mq, where aj = aj o = (αj − α0 )q0 . The action of H on that mode is of the form e2πi(knj /q+kαj +ϕ) = e2π i(kn0 /q+kα0 +ϕ) where ϕ corresponds to the action, as S 1 , of H0 on the coordinate Xj . Hence this mode is fixed by the group Kn0 = {(k, ϕ = −k(n0 /q + α0 ), mod 1), k = 0, . . . , q − 1} ∼ = Zq . From here, it is easy to see that, taking k = 1, one has the relation  R2π ϕ γ0 Xj t + 2π/q) = Xj (t). The converse inclusion is clear. Now, one needs that X j (t) = x j (t) + iy j (t), with x j (t) and y j (t) real, that is  (xn eint + x¯n e−int ) x j (t) = n≥0

j

y (t) =



(yn eint + y¯n e−int ).

n≥0

Thus, the pair of modes, eint and e−int , will be fixed by Kn0 if and only if either 1. n = n0 − aj p + mq ≥ 0 and x¯n + i y¯n = 0 (unless −n has the same form, that is if 2(n0 − aj p) is a multiple of q), or 2. −n = n0 − aj p + mq ≤ 0 and xn + iyn = 0 (unless 2(n0 − aj p) is a multiple of q). Thus   (xn eint + x¯n e−int ) + (x¯˜n eint + x˜n e−int ), x j (t) = n=n0 −aj p+mq≥0

n=n0 −aj p+mq≤0

while y j (t) has yn = −ixn in the first sum and y˜n = i x˜n in the second sum. Writing   j x¯˜n eint xn eint + x1 (t) = n≥0 j

j

j

n≤0 j

j

j

and x2 (t) = x¯1 (t), one has x j (t) = x1 (t) + x2 (t), while y j (t) = i(x2 (t) − x1 (t)), since y¯˜n = −i x¯˜n . If 2(n0 − aj p) = lq, then  x j (t) = (xn eint + x¯n e−int ) n=n0 −aj p+mq≥0

and y j (t) of the same form and independent from x j (t).

1.10 Bibliographical remarks

57

Note that, if one sets 

j

x˜1 (t) =

(xn + x˜−n )eint

n=n0 −aj p+mq≥0 j

y˜1 (t) = i



(x˜−n − xn )eint ,

n=n0 −aj p+mq≥0 j j j j then x j (t) = x˜1 + x¯˜1 and y j (t) = y˜1 + y¯˜1 , i.e., the two formulations of the lemma are equivalent. Finally, if X j (t) belongs to V Kn0 , one has

R2π(n0 /q+α0 ) γ¯0 X¯ j (t + 2π/q) = X¯ j (t). For Y j (t) = e−2iaj pt X¯ j (t), one computes easily that R−2π(−n0 /q+α0 ) γ0 Y j (t + 2π/q) = Y j (t). Note that, if aj = 0, then Y j (t) = X¯ j (t), a fact which can also be seen from the Fourier series expansion. Note that for q = 1, then n0 = 0 and the unique set of equivalent irreducible  representations is {Y (t), 2π -periodic in V0⊥ }.

1.10

Bibliographical remarks

In this short section, we would like to give some references to the results in this chapter and to some more advanced texts. 1. Group actions. There are many books on representations of groups, with a variety of flavors. Closest to the spirit of the present text are the following: A. A. Kirillov: Elements of the theory of representations, Springer-Verlag, 1976. G. E. Bredon: Introduction to compact transformation groups, Academic Press, 1980. T. Broecker and T. tom Dieck: Representations of compact Lie groups, SpringerVerlag, 1985. T. tom Dieck: Transformation groups and representation theory, Springer-Verlag, 1979. The last three are more inclined towards topology. The results of this section are taken from [IV1]. 2. Fundamental cell lemma. This construction is taken from [IV1] and, in the particular case of S 1 , from [IMV2]. A similar construction is developed, for a general Lie group, in A. Kushkuley and Z. Balanov: Geometric methods in degree theory for equivariant maps, Springer-Verlag, 1996.

58

1 Preliminaries

Lemmas 2.4–2.6 are extracted from [I.V. 2 and 3]. 3. Equivariant maps. Some of the results are taken from [I]. 4. Averaging. This important tool is taken from Bredon’s book. The discussion on approximation by finite dimensional equivariant maps is new, although this fact was used in [IMV1]. The presentation of the other facts is close to [I]. 5. Irreducible representations. The material on Schur’s Lemma is standard (see for instance Kirillov’s book). Corollaries 5.1 and 5.2 follow [I]. Theorem 5.1 is an adaptation of the standard result. The presentation of Theorems 5.2 and 5.3 follows [I], with a proof adapted from Pontrjagin’s book: Topological groups, 1939. 6. Extension of
-maps. This is the substance of obstruction theory. Here we have only used the most basic elements, taken from [I]. for further reading, one may look at the books of Bredon, tom Dieck and Kushkuley–Balanov. The lemmas in this section are taken from [I.V. 1 and 2]. 7. Orthogonal maps. The material presented here is taken, with some modifications, from [IV3]. The notion of orthogonal map has also been used, for
= S 1 , by S. Rybicki. 8. Equivariant homotopy groups of spheres. The construction and basic properties are adaptations of the non-equivariant case: see the books of Greenberg or G. W. Whitehead: Elements of homotopy theory, Springer-Verlag, 1978. The most useful results can be found in the books by tom Dieck and papers by Namboodiri and Hauschild. The J
-homomorphism is taken from [I], and the results on
-orthogonal maps from [IV3]. 9. Symmetries and differential equations. In order to apply our techniques to elliptic equations the reader may consult, for instance, the book by A. Friedman. For the case of O.D.E’s any book with some Floquet theory may be useful. For the case of Hamiltonian systems, the book by I. Ekeland: Convexity methods in Hamiltonian mechanics, Springer-Verlag, 1990, will provide a good introduction to Conley index methods. The Ljapunov–Schmidt reduction is from [I]. The applications to Hamiltonian systems follows the ideas of Amann–Zehnder and is taken from [IV3], as well as the classification of “twisted orbits”.

Chapter 2

Equivariant Degree

In this chapter we are entering the main part of equivariant degree: we shall construct this degree, first in finite dimension, give its first properties and examples. Then, we shall extend it to infinite dimension and apply it to bifurcation and continuation problems. We shall also give the construction for orthogonal maps.

2.1

Equivariant degree in finite dimension

As explained in the Introduction to this book, a definition of an equivariant degree through a geometric construction, as in the case of the classical Brouwer degree, meets several serious difficulties: a “good” definition of genericity, a density result similar to Sard’s lemma, a consistent definition of the invariants and of their sum. The construction below avoids most of these difficulties and may also be used in the non-equivariant case. The setting of this section is the following: Let B and E be two finite dimensional
-spaces, where
is a compact Lie group acting via isometries on B and E as in Chapter 1. We shall indicate by remarks the few places where the finite dimensionality is used and how to put special hypotheses in order to validate the arguments in infinite dimensions. Let  be a bounded, open,
-invariant subset of B and consider a continuous map ¯ into E, such that f (x), from  (a) f (x) = 0 for x on ∂. ¯ (b) f (γ x) = γ˜ f (x), for all γ in
and x in . Since  is bounded, let BR be a closed ball of radius R and centered at the origin, containing . Since the action on B is an isometry, BR is
-invariant. Then, there is a Dugundji–Gleason
-extension f˜(x), from BR into E, of f (x) (see Theorem 6.1 of Chapter 1). Let then N be a
-invariant neighborhood of ∂, such that N is open, contained ¯ the existence of N follows from Lemma 4.3 of Chapter 1, in BR and f˜(x) = 0 on N: using the fact that ∂ ⊂ U , where U is the open
-invariant subset of BR such that f (x)  = 0 (one may also restrict to a small neighborhood of ∂). Let ϕ(x), from BR ¯ and 1 outside  ∪ N . into [0,1], be a
-invariant Uryson function with value 0 in 

60

2 Equivariant Degree

Let F (t, x) : [0, 1] × BR → R × E be the map defined by F (t, x) = (2t + 2ϕ(x) − 1, f˜(x)). It is clear that F is
-equivariant, where the action on t in [0,1] and on the first component of R × E is trivial. Furthermore, F (t, x)  = 0 if x is in N¯ (since f˜(x) = 0 there) and if x is outside  ∪ N (there ϕ(x) = 1 and the first component of F¯ reduces to 2t + 1 ≥ 1). Hence, if F (t, x) = 0, then x is in , f˜(x) = f (x) = 0, ϕ(x) = 0 and t = 21 . In particular, F (t, x) : S B ≡ ∂([0, 1] × BR ) → R × E\{0} defines an element, [F ]
, of 
SB (S E ), as defined in §8 of Chapter 1. Note that, if E
= {0}, then, since f˜(0) = 0 in this case, our problem will be interesting only if 0 is not in . Then one has ϕ(0) = 1, and the first component is always positive, as required in §8 of Chapter 1. Definition 1.1. The equivariant degree of f with respect to , is defined as [F ]
in 
SB (S E ), which is an abelian group provided dim B
> 0. Remark 1.1. It is clear that up to here we have not used the finite dimensionality of B and E. Thus, one may define the
-degree either in general or, as in Remark 8.3 of Chapter 1, for maps which are compact perturbations of the identity (or k-setcontractions). The next step in our construction is to show that the class of F is independent of R, N and ϕ. Proposition 1.1. The homotopy class [F ]
does not depend on (a) the
-invariant Uryson function ϕ, (b) the choice of the
-invariant neighborhood N of ∂, (c) the
-equivariant extension f˜ of f , ¯ (d) the choice of the ball BR containing . ¯ and Proof. (a) Let ϕ0 , ϕ1 : BR → [0, 1] be two Uryson functions with values 0 in  1 outside  ∪ N . Let ϕτ (x) = τ ϕ1 (x) + (1 − τ )ϕ0 (x), τ in [0, 1], which is also a Uryson function with the same properties. Let Fτ (t, x) = (2t + ϕτ (x) − 1, f˜(x)). Then Fτ is an admissible
-homotopy between F0 and F1 , therefore [F0 ]
= [F1 ]
. (b) Let us first assume that there are two invariant open neighborhoods N0 and N1 , of ∂, such that N0 ⊂ N1 ⊂ BR . Let ϕ0 and ϕ1 be the
-invariant Uryson

2.2 Properties of the equivariant degree

61

functions associated to N0 and N1 , respectively. Let ϕτ (x) = τ ϕ1 (x) + (1 − τ )ϕ0 (x) ¯ and ϕτ (x) = 1 for x and Fτ (t, x) be defined as above. Since ϕτ (x) = 0 for x in  outside  ∪ N1 , the
-homotopy Fτ is admissible and [F0 ]
= [F1 ]
. In the case where N0 and N1 are arbitrary, one can use the previous argument applied to N0 ∩ N1 and to each N0 and N1 . (c) Given two
-equivariant extensions f˜0 and f˜1 of f , one can choose a
invariant open neighborhood N of ∂ on which the
-equivariant extensions f˜τ (x) ≡ τ f˜1 (x) + (1 − τ )f˜0 (x) is not vanishing for τ in [0, 1] = I , applying Lemma 4.3 of Chapter 1 to ∂ and to U = {x in BR : f˜τ (x)  = 0 for all τ in I }: in fact U C is closed from the compactness of I and the continuity of f0 and f1 . This map will induce an admissible
-homotopy and the assertion follows. (d) Let R0 < R with  ⊂ BR0 . Let f˜0 and f˜ be two
-equivariant extensions of f to BR0 and BR , respectively. By (b) and (c) we may assume that f˜0 and f˜ do not vanish on a common
-invariant open neighborhood N ⊂ BR0 of ∂ and such that f˜|BR0 = f˜0 . Let ε > 0, be such that &x& ≤ R0 − ε, if x is in N¯ . For any τ in I consider the
-map f˜τ (x) = f˜(α(τ, x)x)/α(τ, x), where  α(τ, x) =

1, 1 + τ (R − R0 )(&x& − R0 + ε)/(εR0 ),

if &x& ≤ R0 − ε if R0 − ε ≤ &x& ≤ R0 .

The scaling δτ (x) = α(τ, x)x is a
-equivariant homeomorphism from BR0 into BR , leaving fixed BR0 −ε and δ1 (BR0 ) = BR . Hence, f˜τ (x) is a
-equivariant extension of f to BR0 , for any τ in I . Thus, from (c), since f˜0 = f˜|BR0 , the
-homotopy class [F0 ]
of F0 induced by f˜0 coincides with the class [F1 ]
, where F1 is induced by f˜1 . Moreover, if we extend f˜1 (x) as f˜(Rx/&x&)(&x&/R) for R0 ≤ &x& ≤ R, we obtain a
-equivariant extension of f to BR . Thus, once again applying (c), we have that [F1 ]
= [F ]
, where we have identified, via the scaling, the two groups of
-homotopy classes of maps defined on the two cylinders I × BR0 and I × BR .  Remark 1.2. Proposition 1.1 is also valid in the case of infinite dimensions, if there are no restrictions on the maps. Furthermore, in the case of
-compact perturbations of the identity, f˜(x) is untouched in the proofs of (a) and (b) and it is easy to see that the linear homotopy of (c) and the scaling of (d) will preserve the character of perturbations of the identity. Hence, in both cases, the
-degree is well defined.

2.2

Properties of the equivariant degree

In this section we shall see that the equivariant degree has all the properties of the Brouwer degree (up to a slight condition for the addition and noticing that in general

62

2 Equivariant Degree

this degree will not be a single integer). As before, we shall leave to remarks the case of infinite dimensions. Property 2.1 (Existence). If deg
(f ; ) is non-trivial, then there exists x in  such that f (x) = 0. Proof. As noted in §8 and Lemma 6.1 of Chapter 1, the neutral element 0
in 
SB (S E ) consists of the class of all maps which have a non-vanishing
-extension to I × BR . Thus, if f (x)  = 0 in , then F (t, x)  = 0 on I × BR and [F ]
= 0.  Note that, due to the equivariance, f (γ x) = 0, that is, solutions come in orbits. ¯ → E, 0 ≤ τ ≤ 1, be a continuProperty 2.2 (
-homotopy invariance). Let fτ :  ous one-parameter family of
-equivariant maps not vanishing on ∂ for all τ in I . Then the
-degree deg
(fτ ; ) does not depend on τ . Proof. Immediate from the fact that the construction of Fτ : I × BR → R × E can be performed uniformly with respect to τ .  Remark 2.1. In the infinite dimensional case, one may construct f˜τ an equivariant ¯ Then, taking A = {x in BR : f˜τ (x) = extension to I × BR of fτ on I × . 0 for some τ }, which is a closed set, since if fτn (xn ) = 0 and {xn } converges to x, then one may assume that for some subsequence, also denoted by τn , one has {τn } converging to τ and f˜τ (x) = 0. Then, U = AC is open and contains ∂. Applying Lemma 4.3 of Chapter 1, one obtains a common N for all τ ’s. In the particular case of
-compact perturbations of the identity, one has that &fτ (x)& > ε > 0 for (τ, x) in I ×∂ and for some ε: if not one would have a sequence (τn , un , wn ), with fτn (un + wn ) = (gτn (un + wn ), wn − hτn (un + wn )) going to 0. ¯ P the projection The compactness of hτ (x) and the finite dimensionality of I × P , on U will imply the convergence of some subsequence and a zero of fτ (u + w) on ∂. The same argument will show that there is an invariant η-neighborhood of ∂ on which &fτ (x)& ≥ 2ε . Hence, in both cases, one has the homotopy invariance property. ¯ → E be a continuous
-equivariant map such Property 2.3 (Excision). Let f :  ¯ 0 , where 0 ⊂  is open and
-invariant. Then that f (x) = 0 in \ deg
(f ; ) = deg
(f |¯ 0 ; 0 ). Proof. If f˜, N and ϕ correspond to deg
(f ; ), then f˜ is also an extension of f |¯ 0 , ¯ 0 ) ∪ N¯ ∪ ( ¯ ∩ N¯ 0 ) which never vanishes on the
-invariant neighborhood N¯  = (\  ¯ ¯ ¯0 ∪N =  ¯ ∪ N , the Uryson function ϕ is also a Uryson function of ∂0 . Since  associated to N¯  . Thus, from Proposition 1.1, one has that [F ]
= deg
(f |0 ; 0 ). ¯ then deg
(f ; ) = 0, taking 0 = φ.  In particular, if f (x)  = 0 for all x in ,

63

2.2 Properties of the equivariant degree

Remark 2.2. Using the excision property, we may extend the definition of
-degree to the class of
-equivariant maps f :  → E, when  is not necessarily bounded, provided that f −1 (0) is a compact set, by restricting f to a bounded open
-invariant set 0 containing f −1 (0). ¯ → E, 0 ≤ τ ≤ 1, be a continuProperty 2.4 (
-homotopy invariance). Let fτ :  ous one-parameter family of
-equivariant maps not vanishing on ∂ for all τ in I . Then, the
-degree deg
(fτ ; ) does not depend on τ . Property 2.5 (Suspension). If there is a
-extension f˜ to BR of f , such that f˜(x) = 0 on B¯ R \ (in particular, if  = BR ), then deg
(f ; ) = deg
(f˜; BR ) = Q0 [f˜]
, where Q0 is the suspension (one-dimensional) homomorphism, by 2t − 1. Proof. Since deg
(f ; ) = [2t + 2ϕ(x) − 1, f˜(x)]
, we may deform ϕ(x) to 0 and obtain the equality with [2t −1, f˜(x)]
. Using a radial extension of f˜ to BR  , R  > R, one obtains similarly that this class is equal to deg
(f˜; BR ). (One may also use the  excision property to get deg
(f˜; BR ) = deg
(f ; )). Property 2.6 (Hopf property). If  is a ball and Q0 is one-to-one, then deg
(f ; ) = deg
(g;
) if and only if f |∂ is
-homotopic to g|∂ . Proof. Follows immediately from Property 2.4. In this case the
-degree characterizes completely 
SB (S E ).  Property 2.7 (Additivity up to one suspension). If  = 1 ∪ 2 , i open with ¯1∩ ¯ 2 = φ, then  Q0 deg
(f ; ) = Q0 deg
(f ; 1 ) + Q0 deg
(f ; 2 ), where Q0 is again the suspension by 2t − 1. Proof. Take N = N1 ∪ N2 , with N¯ 1 ∩ N¯ 2 = φ and let ϕ, ϕ1 , ϕ2 denote the partition functions associated to N , N1 , N2 . Then F (t, x) = (2t + 2ϕ(x) − 1, f˜(x)) is
-deformable to



(2t + (1 − 2t)(2ϕ(x) − 1), f˜(x)), F˜ (t, x) = (1, f˜(x)),

0 ≤ t ≤ 21 1 2 ≤ t ≤ 1,

by replacing 2t + 2ϕ(x) − 1 with 2t + (1 − 2tτ )(2ϕ(x) − 1) for 0 ≤ t ≤ 21 and by τ + (1 − τ )(2t + 2ϕ(x) − 1) for 21 ≤ t ≤ 1: the only zeros of this homotopy are such that f (x) = 0, for x in , and 2t = (1 + τ )−1 .

64

2 Equivariant Degree

Now, if one changes t by 1 − t in the above formula, one obtains −[F˜ ]
= −[F ]
. Hence,  (2t + (1 − 2t)(2ϕ(x) − 1), f˜(x)), 0 ≤ t ≤ 21 [F ]
− [F1 ]
= (2(1 − t) + (2t − 1)(2ϕ(x) − 1), f˜(x)), 21 ≤ t ≤ 1, where [F1 ]
= deg
(f ; 1 ). Note that, since F (t, x) = F˜1 (t, x) = (1, f˜(x)) for  [F˜ ]
− [F˜1 ]
=

F˜ (2t, x), F˜1 (2 − 2t, x),

1 2

≤ t ≤ 1, then

0 ≤ t ≤ 21 1 2 ≤ t ≤ 1,

according to Definition 8.2 of Chapter 1, is effectively the above difference by using the
-homotopy  F˜ ((2 − τ )t, x), 0 ≤ t ≤ 21 Hτ (t, x) = F˜1 ((2 − τ )(1 − t), x), 21 ≤ t ≤ 1. Consider next the
-homotopy H˜ τ (t, x) = (hτ (t, x), f˜(x)), where  1,      2t + (1 − 2t)(2ϕ1 − 1),    τ + (1 − τ )(2ϕ − 1), 1 hτ (t, x) =  2(1 − t) + (2t − 1)(2ϕ1 − 1),      2t + (1 − 2t)(2ϕ2 − 1),    1,

if x if x if x if x if x if x

¯ ∪ N¯ ∈  ¯ 1 ∪ N¯ 1 and 0 ≤ 2t ≤ τ ∈ ¯ 1 ∪ N¯ 1 and τ ≤ 2t ≤ 2 − τ ∈ ¯ 1 ∪ N¯ 1 and 2 − τ ≤ 2t ≤ 2 ∈ ¯ 2 ∪ N¯ 2 and 0 ≤ t ≤ 1 ∈ 2 ¯ 2 ∪ N¯ 2 and 1 ≤ t ≤ 1 ∈ 2

It is easy to check that H˜ τ is well defined (recall that ϕ|¯ i ∪N¯ i = ϕi , i = 1, 2) and continuous. Clearly, [H˜ 1 ]
= [F ]
− [F1 ]
, since ϕ2 |¯ 1 ∪N¯ 1 = 1. On the other hand, ¯ 1 ∪ N¯ 1 (hence, H0 is non-zero there) and H˜ 0 (t, x) = (2ϕ1 (x) − 1, f˜(x)) if x ∈  ¯ 2 ∪ N¯ 2 . That is, H0 is an extension of F˜2 which is not vanishing on is F˜2 (t, x) on  ¯ 2 ∪ N¯ 2 )). I × (BR \( Now, from Properties 2.3 and 2.4, deg
(H0 ; I × BR ) = deg
(F˜2 ; I × 2 ) = deg
(F˜2 ; I × BR ) = Q0 [F˜2 ]. Finally, deg
(H0 ; I × BR ) = Q0 [H0 ]
= Q0 [H1 ]
= Q0 ([F ]
− [F1 ]
). Since Q0 is a morphism, this proves the additivity. 

2.2 Properties of the equivariant degree

65

Remark 2.3. In the above proof, if 2 is a ball (hence, by the invariance, centered ¯ 2 ∪ N¯ 2 ), the class of H˜ 0 on at the origin), then, since H˜ 0 is non-zero on I × (BR \ ¯ 2 ). That is, ∂(I × BR ) is the same, by a radial retraction, as the class of H˜ 0 on ∂(I ×  ˜ ˜ ˜ ˜ ˜ [H0 ]
= [F2 ]
= [H1 ]
= [F ]
− [F1 ]
. Hence, in this case, the addition formula is true without a suspension. This is not true in general, as the following example shows: Example 2.1. Let f (x1 , x2 , x3 ) = f1 + if2 = (x12 + x22 − 1 + ix3 )((x1 − 1)2 + x32 − 1 + ix2 ), be a map from R3 into R2 (here
= {e}.) The zeros of f are the two linked circles S1 = {x12 + x22 = 1, x3 = 0} and S2 = {(x1 − 1)2 + x32 = 1, x2 = 0}. Take B = {(x1 , x2 , x3 ) : x12 + x22 + x32 < 4} and j be two small disjoint tubular neighborhoods of Sj , j = 1, 2. Then one has, by Property 2.3, that deg(f ; ) = deg(f ; B) = Q[f ]. But [f ] is in 2 (S 1 ) = 0, hence deg(f ; B) = 0, see Remark 8.1 in Chapter 1. On 1 , one may perform the deformation (x12 + x22 − 1 + ix3 )[τ ((x1 − 1)2 + x32 − 1) − (1 − τ )x1 + ix2 ]; on ∂1 the first factor is non-zero; thus, a zero would have x2 = 0, x1 close to ±1 and x3 close to 0. If x1 is close to 1, the deformed term is negative, while if x1 is close to −1, the deformed term is positive. Hence, deg(f ; ) = deg(−¯z(|z|2 − 1 + ix3 ); 1 ), where z = x1 + ix2 . Now, in (2t + 2ϕ(x) − 1, f˜(x)), one may take for f˜(x) the above map (since ϕ is 1 if z = 0) and linearly deform ϕ(x) to (|z|2 − 1)2 . Then one may deform (|z|2 − 1 + ix3 ) via (|z|2 − 1)[(1 + τ )(1 − τ (2t − 1))] + ix3 , since 1 − τ (2t − 1) ≥ 0, being 0 only if τ = t = 1, for which 2t − 1 + 2(|z|2 − 1)2 ≥ 1. One obtains deg(f ; 1 ) = [2t − 1 + 2(|z|2 − 1)2 , −¯z(4(|z|2 − 1)(1 − t) + ix3 )]. By performing the rotation, on the first component and on the term 4(1 − t)(|z|2 − 1)



2t − 1 τ −(1 − τ ) + 2τ (|z|2 − 1) , |z|2 − 1 1 − τ − 2τ (|z|2 − 1) 2τ one arrives at deg(f ; 1 ) = [1 − |z|2 , −¯z(2t − 1 + ix3 )] = η, where η is the Hopf map of Remark 8.1 of Chapter 1. Then, deg(f ; 1 ) = 1. Similarly for 2 , make the deformation [τ (x12 + x22 − 1) + (1 − τ )(x1 − 1) + ix3 ]((x1 − 1)2 + x32 − 1 + ix2 ). On ∂2 , an eventual zero would be for x3 = 0, (x1 , x2 ) close to (2, 0) or to (0, 0). In the first case the deformed term is positive, while in the second case it is negative. The resulting map (x1 − 1 + ix3 )((x1 − 1)2 + x32 − 1 + ix2 ) can be written as (y1 −iy2 )(y12 +y22 −1+iy3 ) under the change of variables y1 = x1 −1, y2 = −x3 , y3 = x2 , with a positive Jacobian and 2 is sent onto 1 . Then, one has deg(f ; 2 ) = 1: the rotation from z¯ to −¯z, having Jacobian 1, is a valid deformation. Then, deg(f ; 1 ∪ 2 ) = 0  = deg(f ; 2 ) + deg(f ; 2 ) = 2. Clearly, when one suspends, the equality holds since 2Q0 η = 0 (see Remark 8.1 of Chapter 1).

66

2 Equivariant Degree

Property 2.8 (Universality). If 6(f ; ) is any other
-degree with the properties 2.1–2.3 and Q0 is one-to-one, then if 6(f ; ) is non-trivial, this is also the case for deg
(f ; ). Proof. One has 6(F ; I × BR ) = 6((2t − 1, f ); I × ) = Q0 6(f ; ), where the first equality comes from the excision property 2.3 and the second is the suspension. Hence, if deg
(f ; ) = 0, then [F ]
has a non-zero
-extension from ∂(I × BR ) to I × BR . By Property 2.1, 6(F ; I × BR ) must be trivial and, since Q0 is one-to-one, 6(f ; ) is also trivial.  Remark 2.4. Note that properties 2.3–2.7 are also valid in the infinite dimensional case, since either f˜(x) is untouched or changed by a scaling. Hence, all the above properties hold in the two cases of infinite dimensional settings: the general one and that of
-compact perturbations of the identity. Property 2.9 (Brouwer topological degree). If B = E and
= {e}, then deg{e} (f ; ) = degB (f ; ), the Brouwer degree of f. Proof. Since deg{e} (f ; ) = [F ] = degB (F ; [0, 1] × BR ), from Remark 8.1 of Chapter 1, this last degree, by excision, is equal to degB ((2t − 1, f (x)); I × ) = degB (2t − 1; I ) degB (f (x); ) = degB (f ; ) recalling that ϕ(x) = 0 on  and using the product formula for the Brouwer degree.  It is clear that for a compact perturbation of the identity, B = E and
= {e} one recovers the Leray–Schauder degree. In [I.M.V. 0.], the class of
-epi maps has been introduced. Its definition, for the case of a bounded domain runs as follows ¯ → E is called
-epi provided Definition 2.1. A continuous
-equivariant map f :  that 1. f (x)  = 0 on ∂ 2. f (x) = h(x) has a solution in , for any h continuous
-equivariant compact map with support contained in . Lemma 2.1. If deg
(f ; )  = {0} then f is
-epi. Proof. This follows at once from deg
(f ; ) = deg
(f − h; ), since if two
maps, f and g, coincide on ∂, they must have the same
-degree: this last fact is an immediate consequence of the homotopy property, by using the deformation τf (x) + (1 − τ )g(x) (which is a
-compact perturbation of the identity). 

2.3 Approximation of the
-degree

67

2.3 Approximation of the -degree We have seen, in the two last sections, that the
-degree may be defined in the same way in the case of infinite dimensional spaces B and E, with all the properties 2.1–2.8. In this section, we shall compute deg
(f ; ) for f a
-compact perturbation of the identity, by appealing to suitable finite dimensional approximations. Thus, we shall consider two
-spaces B and E such that B = U ×W E = V ×W where U and V are finite dimensional
-representations and W is an infinite dimensional
-space. The maps and homotopies will be of the following form: f (x) = f (u, w) = (g(u, w), w − h(u, w)), where g(u, w) is in V , h is compact and g and h are
-equivariant. Homotopies will affect only g and h. From Theorem 4.1 of Chapter 1, we know that for any integer n, there is a finite dimensional
-subrepresentation Mn of W and a
-equivariant map hn (u, w) : B → Mn , such that &h(u, w) − hn (u, w)& ≤ 1/2n , for any (u, w) in BR . Define fn (x) = fn (u, w) = (g(u, w), w − hn (u, w)). We have seen, the last time in Remark 2.1, that the compactness of h(u, w), together with the finite dimensionality of U , and the fact that f (x) is non-zero on N¯ ¯ where N is the imply that there is an ε > 0, such that &f (x)& > 2ε, for x in N,
-invariant neighborhood of ∂ used in the definition of the
-degree of f . Hence, it follows that there is an integer n0 such that for n ≥ n0 , &fn (x)& > ε,

¯ for x in N,

and that deg
(f ; ) = deg
(fn ; ), since the linear deformation τf (x) + (1 − τ )fn (x) is non-zero on ∂ and is a
-compact perturbation of the identity. Furthermore, if one writes w = wn ⊕ w˜ n , with wn in Mn and w˜ n in a
-invariant complement M˜ n , it is clear that the
-homotopy fnτ (x) = (g(u, wn + τ w˜ n ), w − hn (u, wn + τ w˜ n )), is also valid (since a zero of fnτ (x) must have w˜ n = 0 due to the fact that hn (x) is in Mn ). If xn = u ⊕ wn , let f˜n (xn ) = (g(u, wn ), wn − hn (u, wn )),

68

2 Equivariant Degree

and n =  ∩ (U × Mn ), N¯ n = N ∩ (U × Mn ). Since ∂n ⊂ N¯ n ∩ (U × Mn ), we have that f˜n (xn ) does not vanish on N¯ n , for n ≥ n0 . Therefore, deg
(f˜n ; n ) is well defined and, since fn0 (x) is the suspension of f˜n by M˜ n , one has ˜ deg
(f ; ) = Q Mn deg
(f˜n ; n ).

It is clear that, if we had not taken care of seeing that the finite dimensional construction extends directly to the infinite dimensional case, we would have here an alternative way of defining the
-degree through finite dimensional approximations. This is, of course, nothing else but an adaptation of the classical technique due to Leray and Schauder when constructing the topological degree for compact perturbations of the identity via the Brouwer degree of their finite dimensional approximations, noticing ˜ that Q Mn in this case is an isomorphism, due to the product formula. To be more precise, we would have to proceed by comparing deg
(f˜n ; n ) and deg
(f˜m ; m ), for n, m ≥ n0 . To this end, denote by Mn,m the
-invariant space (Mn , Mm ) and let Pn,m , Pn and Pm be the
-projections on Mn,m , Mn and Mm respectively. Set W˜ = (I − Pn ) + Pn,m W and w˜ = (I − Pn ) + Pn,m w. Clearly, W˜ is
-invariant and Mn ⊕ W˜ = Mn,m . Put n,m =  ∩ (U × Mn,m ) and let f˜ : B¯ ∩ (U × Mn,m ) → V × Mn,m be the
-equivariant map defined by f˜(u, wn , w) ˜ = (g(u, wn , w), ˜ wn − hn (u, wn , w), ˜ w). ˜ Notice that f˜(u, wn , 0) = f˜n (u, wn ). One has the following ˜

Lemma 3.1. deg
(f˜; n,m ) = Q W deg
(f˜n ; n ). Proof. Note first that, by the excision property of the
-degree, we may replace the ˜ < ε}) and, in turn, this set by the set n,m by the set n,m ∪ (n × {w˜ ∈ W˜ : &w& set n × {w˜ ∈ W˜ : &w& ˜ < ε}. We may also deform the map f˜ to (f˜n (u, wn ), w). ˜ Set Nn = N ∩ (U × Mn ) and ϕn = ϕ|B∩(U ×Mn ) , where ϕ is the Uryson function associated to N . Obviously, ∂n ⊂ Nn and ϕn is a
-invariant Uryson function associated to Nn . ˜ < ε}, then Nn ×B2ε is a
-invariant neighborhood of If Bε denotes {w˜ ∈ W˜ : &w& ˜ is not zero on it. Let ψ : B¯ ∩ (U × Mn,m ) → [0, 1] ∂(n × Bε ) such that f˜(u, wn , w) be defined as   if &w& ˜ ≤ε ϕn (u, wn ), ψ(u, wn , w) ˜ = ϕn (u, wn )(2 − &w&/ε) ˜ + &w&/ε ˜ − 1, if ε < &w& ˜ ≤ 2ε   1, if 2ε ≤ &w&. ˜

2.4 Orthogonal maps

69

Clearly, ψ is a
-invariant Uryson function associated to N¯ n × B¯ 2ε . It follows that in the
-homotopy class of deg
(f˜; n,m ) we have the map (2t + 2ψ(u, wn , w) ˜ − 1, ˜ which can be deformed (via a convex
-homotopy) to the map f˜(u, wn , w)), (2t + 2ϕn (u, wn ) − 1, f˜n (u, wn ), w), ˜ which is the W˜ -suspension of deg
(f˜n ; n ).



ˆ Clearly, Lemma 3.1 can be equally applied to f˜m and to fˆ(x) = (g(u, wn , w), ˆ w), ˆ where wm = Pm w and wˆ = (I − Pm ) + Pnm w. Hence, we wm − hm (u, wm , w), have that ˆ deg
(fˆ; n,m ) = Q W deg
(fm , m ). Finally, it is clear that fˆ and f˜ are
-homotopic, via a convex homotopy, on ˜ ˆ ∂m,n . Therefore, Q W deg
(fn ; n ) = Q W deg
(fm ; m ), provided n, m ≥ n0 . To perform the last step of our construction, we would need that the
-suspensions ˜ ˆ W Q and Q W should be one-to-one. We could then define deg
(f ; ) as the direct limit of the finite dimensional
-degrees, deg
(fn ; n ) and 
SU ×W (S V ×W ) as the direct limit of 
SU ×Mn (S V ×Mn ). Remark 3.1. Since in this alternative approach, we are asking for one-to-one suspensions, we would have, in this case, the complete additivity of the
-degree. Furthermore, it is clear that if U = V and
= {e}, then deg
(f ; ) is the Leray–Schauder degree of f with respect to . Note that, in order to apply the finite dimensional approximation, one has to keep track of the suspensions used, in particular of the orientation chosen.

2.4

Orthogonal maps

The reader can see easily that one may extend the
-degree to other categories of infinite dimensional maps, such as k-set contractions, A-proper or C 1 -Fredholm nonlinear maps, as in the case of the Leray–Schauder degree. However, the case of orthogonal maps is more interesting since the invariants which will give this degree are much richer, as we shall see in the next chapter, even in the finite dimensional case. Let then
be abelian, U = Rk × V be a finite dimensional representation of
(with trivial action on Rk ),  be an open
-invariant subset of U and consider a ¯ into V such that:
-orthogonal map f (λ, x) from  f (λ, γ x) = γf (λ, x) f (λ, x) · Aj x = 0, f (λ, x) = 0

j = 1, . . . , n, if (λ, x) ∈ ∂,

for Aj the infinitesimal generators of the action of the torus part of
.

70

2 Equivariant Degree

As proved in Theorem 7.1 of Chapter 1, one may extend f (λ, x) to a
-orthogonal map f˜(λ, x), for (λ, x) in BR , a large ball, centered at the origin and containing . It is then clear that one may repeat the construction for the
-degree: take an invariant neighborhood N of ∂ where f˜(λ, x) is non-zero, construct a
-invariant Uryson function and define F (t, λ, x) = (2t + 2ϕ(λ, x) − 1, f˜(λ, x)) which will be a
-orthogonal map on I × BR and non-zero on its boundary, thus, defining an element of the abelian group 
⊥S U (S V ), see Lemma 8.3 in Chapter 1. Definition 4.1. Define the orthogonal degree of f , deg
⊥ (f ; ), as [F (t, λ, x)]
in 
⊥S U (S V ). It is easy to see that, as in Proposition 1.1, this orthogonal degree is independent of the construction, since all the deformations can be chosen to be
-orthogonal. Theorem 4.1. The orthogonal degree has all the properties 2.1–2.7, i.e., existence, homotopy invariance (for
-orthogonal deformations), excision, suspension, the Hopf property, additivity (up to one suspension) and universality. Proof. We invite the reader to check all those properties. If k = 0, we shall prove later that the additivity is true without any suspension.  We leave also to the reader the task of extending this degree to infinite dimensions for
-orthogonal and compact perturbations of the identity. The examples we shall be looking at can be studied by a global reduction to finite dimensions, as explained in Remark 8.2 of Chapter 1, avoiding in this way some of the technicalities necessary for the infinite dimensional setting. Remark 4.1. We have seen that gradients of
-invariant functionals are orthogonal maps (Example 7.1 of Chapter 1). That is, if /(λ, x) is
-invariant then f (λ, x) = ∇x /(λ, x) is
-orthogonal. In this case, one could reduce the class of maps to gradients and define a degree in the following way: Assume that f (λ, x) is non-zero ˜ x) be an invariant extension of on ∂ and let BR be the ball containing . Let /(λ, / to BR . ˜ ˜ is C 1 in x and that ∇x /(λ, x) ≡ By using mollifiers, one may assume that / + be decreasing, f˜(λ, x) is arbitrarily close to f (λ, x). In fact, let ϕ(ρ) : R+ → R  C ∞ , with values A for ρ < ε0 and 0 for ρ ≥ 1, where A is such that U ϕ(&z&)dz = 1, for z = (λ, x). If dim U = N, let −N ˜ ˜ /ε (λ, x) = ε ϕ(&z − y&)/(y) dy. U

2.4 Orthogonal maps

71

˜ ε (λ, x) is C ∞ and
-invariant (since the action of
is an isometry and Then, / &γ z − y& = &z − γ T y&). Furthermore, since ˜ + εy) dy, ˜ ϕ(&y&)/(z /ε (λ, x) = U

˜ ˜ ε (λ, x) approximates /(λ, x) uniformly on BR and its gradient, fε , with respect / ¯ ε0 ≡ {(λ, x) ∈  : dist(λ, x; ∂) ≥ ε0 }, for to x, does approximate f (λ, x) on  ε ≤ ε0 . Since f (λ, x) is non-zero on ∂, one may choose ε0 such that f (λ, x)  = 0 ¯ ε0 and replace  by ε0 . on \ For the construction of the invariant neighborhood N of ∂, take N to be an ε1 neighborhood, N1 and N2 be ε1 /3 and 2ε1 /3 neighborhoods of ∂. Choose then ϕ1 to have value 0 in  ∪ N1 , and 1 outside  ∪ N2 . Take then mollifiers ϕε in order to ¯ and 1 outside  ∪ N, by taking obtain a C 1 invariant function ϕ, such that ϕ is 0 in  ε < ε1 . Next, let ε > 0 be such that 4ε&∇x ϕ(λ, x)& ≤ &f˜(λ, x)& for all (λ, x) in N. Define, for t in [0, 1], ˜ ˆ λ, x) = ε(t 2 + t (2ϕ(λ, x) − 1)) + /(λ, x). /(t, Then, ˆ λ, x) = ∇(t,x) /(t,

ε(2t + 2ϕ(λ, x) − 1) f˜(λ, x) + 2εt∇x ϕ(λ, x).



Thus, the zeros of this gradient are such that f˜(λ, x) = 0 and t = 1/2. It is clear that ˆ will be if one has a gradient
-homotopy on ∂, the corresponding gradients of /
-homotopic as maps from ∂(I × BR ) into R × V \{0}. Definition 4.2. Let 
∇S U (S V ) be the set of
-homotopic gradients (with respect to t and x) from S U = ∂(I × BR ) into S V ≡ R × V \{0}. Define the gradient degree of ˆ λ, x)]∇ . ∇x /(λ, x) with respect to  as deg
∇ (∇x /(λ, x); ) ≡ [∇(t,x) /(t, However, at this point, we don’t know if 
∇S U (S V ) is a group, since it is not clear that the Borsuk extension theorem holds for gradient maps. Thus, we may consider instead the orthogonal degree of ∇x /(λ, x), which is an easier object to study. Of course, one could also forget the orthogonality and consider only deg
(∇x /(λ, x); ), obtaining the following maps: ⊥




∇S U (S V ) → 
⊥S U (S V ) → 
SU (S V ), where ⊥ means forgetting the gradient character but retaining the orthogonality and  corresponds to maintaining only the equivariance. It is clear that  is a morphism of abelian groups, and one may show (see Chapter 3, § 6) that  is onto if k = 0. On the other hand, one may conjecture, if k = 0, that ⊥ is one-to-one and onto.

72

2 Equivariant Degree

2.5 Applications There are a certain number of classical applications of any degree theory, such as continuation and bifurcation for problems with parameters. In the case of symmetries one may also consider the implication of breaking the symmetry. In the case of parametrized problems, assume that we have continuous families of
-perturbations of the identity, from B = Rk × U × W into E = V × W , f (λ, x) = (g(λ, u, w), w − h(λ, u, w)), where λ is in Rk , x = (u, w) with U and V finite dimensional
-representations while W may be an infinite dimensional representation, in which case h is assumed to be compact. Furthermore, f (λ, γ x) = γ˜ f (λ, x). Let S be the set of zeros of f and assume we know an invariant closed subset T of S, called “trivial” solutions and that we wish to concentrate on an invariant set G of ¯ “good” or non-trivial solutions. Suppose S = G ∪ T . Clearly G\G ⊂ T . The set ¯ G\G will be called the “bifurcation” set. ¯ ∩ A and T ∩ A Note that if A is a closed bounded subset of B, then S ∩ A, G k are compact, from the finite dimensionality of R × U and the compactness of h (this argument has already been used several times). ¯ ¯ Let (λ0 , x0 ) be a point in G\G and let C be the connected component of G containing (λ0 , x0 ). Assume that
C is bounded (hence compact) and let  be an open invariant bounded subset containing
C. The following result is an adaptation of a well known topological lemma. Lemma 5.1. There is an open bounded invariant set 1 such that
C ⊂ 1 ⊂  ¯ ∩ ∂1 = φ. and G ¯ ∩ ∂, then G1 and C are two disjoint compact subsets of G ¯ ∩ ¯ Proof. Set G1 = G and hence at a positive distance one from the other. Note that G1 is invariant while C may not be so. ¯ ∩ ¯ It is easily seen that there is an ε0 > 0, such that, if ε < ε0 , no ε-chain in G can join G1 to C: recall that an ε-chain is a finite number of balls, A1 , . . . , Am , with ¯ ) ¯ has the property that A˜ i ∩ A˜j = φ diameter smaller than ε, such that A˜ i = Ai ∩(G∩ if and only if |i − j | > 1. In fact, if this is not true, there are an in G1 and bn in C and a (1/n)-chain joining an to bn . By compactness there is a subsequence (anj , bnj ) converging to (a, b) in (G1 , C) and, for all ε > 0, there is an ε-chain joining a to b. Let then Ca be the set of ¯ ∩ ¯ such that, for all ε > 0, a and x can be joined by an ε-chain. Both a and all x in G b are in Ca and clearly Ca is closed, hence compact. Furthermore, Ca is connected since if not there would be two open subsets X and Y with Ca ∩ X, Ca ∩ Y disjoint, non-empty and covering Ca .

2.5 Applications

73

From the above, it follows that Ca ∩ X¯ and Ca ∩ Y¯ are disjoint and hence at a positive distance ε1 one from the other. Note that any two points in Ca are joined by ε-chains (passing through a and eliminating intersections). Hence, for x in Ca ∩ X¯ and y in Ca ∩ Y˜ , for any n larger than 4/ε1 , there is a (1/n)-chain joining x to y and ¯ ∩ ¯ and distant at least ε1 /2 from Ca . Passing through a a point cn on it, with cn in G subsequence one would get a c, with dist(c, Ca ) ≥ ε1 /2 and such that, for any ε > 0, there is an ε-chain from c to x and to y. But then one would have an ε-chain from c to a, i.e., c should be in Ca , giving a contradiction. Hence Ca is connected, a and b are in Ca and C is a connected component. One would have that a ∈ Ca ⊂ C, contradicting the fact that G1 and C are disjoint. ¯ ∩ ¯ can join This proves the existence of ε0 such that, if ε ≤ ε0 , no ε-chain in G G1 to C. Choose then ¯ ∩ ¯ : there is a y in G1 and an ε0 -chain from x to y}. G2 = {x ∈ G Clearly, G1 ⊂ G2 , G2 ∩ C = φ by construction and G2 is closed. Furthermore, if x ¯ ∩ ) ¯ ∩ B(ε0 , x) is also in G2 , hence G2 is relatively is in G2 , then any point in (G open. Note also that G2 is invariant, since the action of
is an isometry and if one has an ε0 -chain from x to y, its image under γ will join γ x to γ y. ¯ ∩ )\G ¯ Let C2 = (G 2 , then C2 and G2 are compact, disjoint, invariant and cover ¯ ¯ G ∩ . They are at a positive distance ε2 one from the other. Choose 1 an ε2 /2¯ ∩ ∂1 = φ and 1 is invariant. neighborhood of C2 . Clearly,
C ⊂ 1 ⊂  and G  A first application of this result will be for the continuation problem: Theorem 5.1. Let  be an open bounded
-invariant subset of Rk × U × W and set λ0 =  ∩ {λ = λ0 }. Assume that f (λ, x) is non-zero on ∂λ0 and that deg
(f (λ0 , x); λ0 ) is non-trivial. Suppose that the suspension by any trivial representation of
is one-to-one. Then, there is a set of solutions Q of f (λ, x) = 0 in , such that Q/
is a connected component of orbits and Q joins λ0 to ∂. In fact, for each straight line L in Rk , passing through λ0 , there is such a set of solutions QL going from the left part of ∂L to its right part, where L =  ∩ {λ ∈ L} and the left part means λ in L and to the left of λ0 (with respect to the given orientation of L). Remark 5.1. In fact, using the tool of
-epi maps, [I.M.P.V] and [I.M.V.0], one may show that there is a Q, with QL ⊂ Q for all L, and Q/
has local dimension at least k, where the dimension is the covering dimension. Proof of Theorem 5.1. Let H (λ, x) = (λ − λ0 , f (λ, x)), then deg
(H (λ, x); ) is defined and non-trivial, since, by excision, one may replace  by Bε (λ0 )×λ0 , where Bε (λ0 ) is the ball, in Rk , of center λ0 and radius ε. Hence H (λ, x) is a suspension. Since the
-degree is non-trivial, the equation f (λ0 , x) = 0 has solutions in λ0 and, as well, f (λ, x) has zeros in λ for λ close to λ0 . Using the fact that h(λ, x) is compact and Rk × U is finite dimensional, one has that there are points (λ0 , x0 ) in λ0 which are limit points of zeros of f (λ, x), for λ  = λ0 .

74

2 Equivariant Degree

¯ = S. If the connected Let T be such a point (λ0 , x0 ) and let G = S\T , hence G component C of (λ0 , x0 ) in S does not touch ∂, then we may apply Lemma 5.1 and get 1 contained in , containing Q =
C and such that f (λ, x) is non-zero on ∂1 . Thus, deg
(H (λ, x); 1 ) is defined and, deforming λ0 to λ1 outside 1 , this
-degree is trivial (since if λ = λ1 , f (λ1 , x) has no zeros in 1 ). By the addition formula (and ¯ 1) using the fact that the suspension is one-to-one), one has that deg
(H (λ, x); \ is non-trivial. If all the components of zeros of f (λ0 , x) in λ0 do not join ∂, one may repeat the above construction and arrive, through Zorn’s lemma, at minimal sets j on which the
-degree of H (λ, x) is non-trivial. An application of the above argument would contradict the minimality and prove the first part of the theorem. For the second part, by restricting λ to L, we may as well assume that k is 1. Let then T be S ∩ C and G = S ∩ . Suppose that none of the connected components of ¯ originating on the left part of ∂ crosses all the way, in , to the right part of ∂. G From the first part, we know there is at least one of these components which reaches λ0 (if not, start from the right part of ∂). Let C be such a component. Since f (λ, x) is non-zero on ∂ for |λ − λ0 | < ε, for some ε (a compactness argument), one may construct 1 in , containing
C ∩ {λ ≥ λ0 − ε} and such that f (λ, x) is non-zero on ∂1 ∩ {λ ≥ λ0 } (this requires a slight modification of the sets G and S). Hence, deg
(H (λ, x); 1 ) is well defined and zero, by pushing λ0 to the right. By repeating the argument of the first part (taking out 1 and doing the same excision on all the components going from the left of ∂ to λ0 ) one arrives at the same contradiction.  The second classical application is that of bifurcation. Let f (λ, x) be a C 1 −
compact perturbation of the identity from Rk × B into E, with a known branch of solutions (λ, x(λ)), where x(λ) is continuous in λ. If one linearizes f (λ, x) around this solution, one has f (λ, x) = A(λ)(x − x(λ)) + g(λ, x), where A(λ) = Dfx (λ, x(λ)) and g(λ, x) = o(&x − x(λ)&). Let Hλ be the isotropy subgroup of x(λ). If for some λ0 , one has that A(λ0 ) is invertible, then the orbit
x(λ0 ) must be finite since any one parameter subgroup in
gives rise to a vector in ker A(λ0 ), see Property 3.3. in Chapter 1. Furthermore, from the diagonal structure of A(λ), one has that A(λ0 )Hλ0 = Dx f Hλ0 (λ0 , x(λ0 )) is also invertible. From the implicit function theorem, one has that, near (λ0 , x(λ0 )), the solutions are in B Hλ0 , that is, by uniqueness, that x(λ) belongs to that space and Hλ0 < Hλ , for λ close to λ0 . Furthermore, since Dfx (λ0 , γ x(λ0 )) is also invertible, for any γ in
, one has that, by the same implicit function theorem, the order of the orbit of x(λ) is the same as that of x(λ0 ). Thus, Hλ0 = Hλ , for λ close to λ0 . Lemma 5.2. Let A = {λ : A(λ) is invertible}. Then, A is open and on any connected component B of A, Hλ is constant and will be called the isotropy of that component. If λ0 is a limit point of B, with isotropy H , then H < Hλ0 .

2.5 Applications

75

Proof. For the last part, it is enough to recall that x(λ) is in E H , which is closed. Hence x(λ0 ) is fixed by H .  Since A(λ) is H -equivariant, we shall assume in most of this book that H =
and look, except for some examples, at bifurcation from stationary solutions. Hence, the change of variables which takes x(λ) into 0 is admissible and one may consider the bifurcation problem f (λ, x) = Ax − T (λ)x − g(λ, x) where A, T (λ) and g(λ, x) are as in § 9 of Chapter 1, i.e., A being a
-compact perturbation of the identity, is a Fredholm operator of index 0, &T (λ)& → 0, uniformly as λ goes to 0, and g(λ, x) = o(&x&), uniformly in λ. Among all the possible hypotheses on A − T (λ), see [I.M.P.V] and [I], we shall choose the following: For λ close to 0, Rk decomposes as Rk1 × Rk2 , with λ = (λ1 , λ2 ), such that 1 . A − T (λ1 , 0) is invertible for λ1 in {0 < &λ1 & ≤ 2ρ} = B¯ 2ρ Let G be the set of non-trivial zeros of f (λ, x), i.e., with x = 0. Denote by G1 = G ∩ {λ2 = 0}. Theorem 5.2. Under the above hypothesis, assume that 1 deg
(&x& − ε , (A − T (λ1 , 0))x; B2ρ × B2ε )

is non-trivial, where B2ε = {x : &x& < 2ε}, and that any suspension by a trivial representation of
is one-to-one, then there is a branch Q of non-trivial solutions bifurcating from (0, 0), such that the following holds. ¯ 1 is connected, Q1 is either unbounded or returns 1) If Q1 = Q ∩ (λ2 = 0), then Q to (λ1 , 0), with &λ1 & > 2ρ. ¯ 1 and assume that C1 is 2) Let C1 be the connected component of (0, 0) in G j bounded. Then, if all the return points (λ1 , 0, 0) of C1 satisfy the above hypothesis, one has  j 1 deg
(&x& − ε, (A − T (λ1 , 0))x; B2ρ (λ1 ) × B2ε ) j j

j

j

1 (λ ) = {λ : &λ − λ & < 2ρ }. is trivial, where B2ρ 1 1 j 1 1 j

3) The local dimension of Q/
is at least k2 + 1. 4) If B
has a closed invariant complement B1 and f (λ, 0, x) is not zero on 1 × (B \{0}), then (1)–(3) is true for a set Q ˜ of points which are nonB2ρ 2ε stationary, except for the return points.

76

2 Equivariant Degree

Proof. As in the continuation problem, we shall not prove here (3) since (3) depends on the notion of
-epi maps (see [I]). The argument relies on the fact that 1 2 × B2ρ × B2ε ) deg
(λ2 , &x& − ε, f (λ, x); B2ρ

is the suspension by λ2 of the previous degree, by deforming g(λ, x) to 0, hence non-trivial. For λ2 = 0, let T1 = (λ1 , 0, 0) and C1 be the connected component of (0, 0) in ¯ G1 . Note that, since 0 is stationary, one has that
C1 = C1 . If C1 is bounded and does not return to T1 , let 1 given by Lemma 5.1, be such that f (λ1 , 0, x) = 0 on ∂1 , unless x = 0 and &λ1 & ≤ 2ρ. Then, deg
(&x& − ε, f (λ1 , 0, x); 1 ) is well defined for all positive ε. In particular, one may use the excision property, to see that for ε small enough, the above degree is equal to 1 × B2ε ). deg
(&x& − ε, f (λ1 , 0, x); B2ρ

Choose ε so small that (A − T (λ))x = τg(λ, x), for λ = (λ1 , 0), &λ1 & = 2ρ and &x& ≤ 2ε, is true only for x = 0: since A − T (λ) is invertible, the left hand side dominates the right hand side. Thus, deg
(&x& − ε, f (λ1 , 0, x); 1 ) is non-trivial. However, since 1 is bounded, by taking ε very large, one does not have zeros of f (λ1 , 0, x), with &x& = ε, in 1 . This proves (1). For (2), it is enough to remark that if C1 is bounded and the return points satisfy the non-degeneracy hypothesis, then they are isolated and hence in finite number. In this case, deg
(&x& − ε, f (λ1 , 0, x); 1 ) is the sum given in (2). For (4), write x = x0 ⊕ x1 , with x0 in B
and x1 in B1 . It is enough to complement f (λ1 , 0, x) by &x1 & − ε instead of &x& − ε, taking the set T as the set of stationary  zeros, {(λ, x) : f (λ1 , 0, x) = 0, x in B
}. Remark 5.2. Using the arguments of [IMV1] and [I] one may characterize the set of points λ such that A − T (λ) is not invertible. 1 × B ) is nonCorollary 5.1. If k1 = 1, then deg
(&x& − ε, (A − T (λ1 , 0))x; B2ρ 2ε trivial if and only if

deg
((A − T (−ρ, 0))x; B2ε ) = deg
((A − T (ρ, 0))x; B2ε ). Proof. In fact, the homotopy τ (&x& − ε) + (1 − τ )(ρ − |λ1 |) is valid, since on 1 × B ), either &x& = 2ε and λ = 0, since A − T (λ , 0) is invertible for ∂(B2ρ 2ε 1 1 λ1 = 0, in which case the deformed term is positive, or |λ1 | = 2ρ and x = 0, in which case the deformed term is negative.

77

2.6 Operations

1 ×B )= Thus, the first degree is equal to deg
(ρ − |λ1 |, (A − T (λ1 , 0))x; B2ρ 2ε deg
(ρ −λ1 , (A−T (λ1 , 0))x; B+ ×B2ε )+deg
(ρ +λ1 , (A−T (λ1 , 0))x; B− ×B2ε ), where B± = {λ1 : |λ1 ∓ ρ| < ρ/2}: by Remark 2.3, the addition formula holds without suspension. On B+ × B2ε , one may deform A − T (λ1 , 0) to A − T (ρ, 0), while, on B− ×B2ε , one deforms to A−T (−ρ, 0). Furthermore, from the definition of 
SB (S E ), it is clear that deg
(ρ −λ1 , (A−T (−ρ, 0)x; B+ ×B2ε ) = −Q0 deg
((A− T (−ρ))x; B2ε ). Hence, 1 × B2ε ) deg
(&x& − ε, (A − T (λ1 , 0))x; B2ρ

= Q0 (deg
((A − T (−ρ, 0))x; B2ε ) − deg
((A − T (ρ, 0)x; B2ε )). 

Since Q0 is one-to-one, one gets the result.

Recall that, under the above hypothesis, the equation f (λ, x) = 0 is equivalent to the bifurcation equation (see § 9 of Chapter 1) B(λ)x1 + G(λ, x1 ) = 0, where x1 is in ker A, of dimension d, and B(λ) is a d × d equivariant matrix with G(λ, x1 ) = o(&x1 &). Furthermore B = ker A ⊕ B2 , where B2 is a subrepresentation of
. Corollary 5.2. 1 × B2ε ) deg
(&x& − ε, (A − T (λ1 , 0))x; B2ρ 1 × B2ε ) = deg
(&x1 & − ε, B(λ1 )x1 , Ax2 ; B2ρ B2
J (B(λ1 )) is non-trivial, where and is non-trivial if and only if QA

J
: k1 −1 (GL
(ker A)) → 
Rk1 ×ker A (S ker A ) S

B2 is the equivariant Whitehead map, and QA is the suspension by Ax2 .

Proof. It is enough to deform (A − T (λ1 , 0)x to B(λ1 )x1 ⊕ Ax2 , as it follows from § 9 of Chapter 1. The exact effect of the suspension by Ax2 depends on
and will be given in the next chapter.  Remark 5.3. The above considerations hold also for
-orthogonal problems.

2.6

Operations

In classical degree theory one has formulae for the products and compositions of maps. This is also the case when one has symmetries. Furthermore, for the equivariant

78

2 Equivariant Degree

problem, one may also consider the effect of changing the group of symmetries. In this last section we shall have a first visit to these operations, by relating them to the corresponding homotopy groups of spheres. In the next chapter, we shall compute these groups and give results for these operations.

2.6.1

Symmetry breaking

The first type of general operation is that of symmetry breaking or forcing. More specifically, assume that f (λ, x) is
-equivariant and has a well-defined
-degree with respect to some open, bounded and
-invariant subset  of Rk × B. Let g(λ, x) be a
0 -perturbation of the identity, where
0 is a subgroup of
. Then, for ε small enough, the map f (λ, x) + εg(λ, x) is non-zero on ∂ (using ¯ and the fact that &f (λ, x)& ≥ η > 0, for some η, on ∂ and that g is bounded on ) thus deg
0 (f (λ, x) + εg(λ, x); ) is also well defined. Since any
-map can be considered as a
0 -map, one has a natural morphism P∗ : 
Rk ×B (S E ) → 
R0 k ×B (S E ) S

S

and deg
0 (f (λ, x) + εg(λ, x); ) = P∗ deg
(f (λ, x); ). Example 6.1. Consider the problem of finding 2π -periodic solutions to ν

dX = f (λ, X), dt

for X in RN and f autonomous. As we have seen, this gives rise to an S 1 -equivariant problem. If one perturbs f (λ, x) by εg(t, λ, X), where g(t, λ, X) = g(t + 2π p , λ, X), then the S 1 -equivariance is broken to a Zp -equivariance: see § 3 and § 9 of Chapter 1. This sort of example will be studied in Chapter 1V. Note also that if a map f (λ, x) is
-orthogonal, it will be
0 -orthogonal, since the torus part of
0 is a subgroup of the torus part of
. One will have the morphism P⊥ : 


⊥S R

k ×B

(S E ) −→ 
0 Rk ×B (S E ) ⊥S

and the
0 -orthogonal degree of f (λ, x) + εg(λ, x) will be the image, under P⊥ , of the
-orthogonal degree of f (λ, x). The properties of P∗ and P⊥ will be studied in §7 of next chapter.

2.6.2

Products

Consider the classical problem of a product of maps (f1 (x1 ), f2 (x2 )) defined on a product  = 1 × 2 from V1 × V2 into W1 × W2 , where f1 and f2 are
-equivariant

2.6 Operations

79

and i are
-invariant, open and bounded. The associated maps, which define the
-degree, are Fi (ti , xi ) = (2ti + 2ϕi (xi ) − 1, f˜i (xi )). One may consider the pair (F1 (t1 , x1 ), F2 (t2 , x2 )) from R × V1 × R × V2 into R × W1 × R × W2 . Let ϕ(x1 , x2 ) = ϕ1 (x1 ) + ϕ2 (x2 ) − ϕ1 (x1 )ϕ2 (x2 ) = ϕ2 (1 − ϕ1 ) + ϕ1 . Then clearly, 0 ≤ ϕ ≤ 1, ϕ ≡ 0 on 1 × 2 and ϕ ≡ 1 on the complement of (1 ∪ N1 ) × (2 ∪ N2 ). Furthermore, (F1 , F2 ) is linearly deformable to (2t1 + 2ϕ − 1, f˜1 , F2 ), since f˜i (xi )  = 0 on Ni . This last map is in turn deformable to (2t1 + 2ϕ − 1, f˜1 , 2t2 − 1, f˜2 ). Hence, Lemma 6.1. If Q0 is the suspension by 2t2 − 1, one has [F1 , F2 ] = Q0 deg
((f1 , f2 ); 1 × 2 ). Note that if f1 and f2 are
-orthogonal, this will be also the case for (f1 , f2 ) and the same relation holds for the
-orthogonal classes. Furthermore, it is easy to see that, since [Fi ] belongs to 
SVi (S Wi ), then [F1 , F2 ] is in 
SV1 ×R×V2 (S W1 ×R×W2 ) and that one has a morphism of groups, i.e., [F1 + G1 , F2 ] = [F1 , F2 ] + [G1 , F2 ] [F1 , F2 + G2 ] = [F1 , F2 ] + [F1 , G2 ], where, for this last operation, with the sum defined on t2 , one has to translate this sum to t1 (see §7 of next chapter). Example 6.2. If V1 = W1 = Rn , V2 = W2 = Rm and
= {e}, then [Fi ] = deg(fi ; i )[Id], hence, from the above morphism, one obtains that, for the Brouwer degree, deg((f1 , f2 ); 1 × 2 ) = deg(f1 ; 1 ) deg(f2 ; 2 ). The situation for an abelian group is more complicated but several results will be given in §7 of next chapter.

2.6.3

Composition

The last operation which we shall study is that of composition of maps. Consider three representations V , W and U of the group
and assume f : V → W and g : W → U are
-equivariant maps. Then g+ f is also
-equivariant. Let  be a bounded open invariant subset of V . ¯ → W is non-zero on ∂. Let 1 = f (). Assume 1 is open Assume f :  and that g is non-zero on ∂1 . It is easy to see that 1 is invariant and bounded (in

80

2 Equivariant Degree

infinite dimensions this is due to the appropriate compactness), that f (∂) ⊂ ∂1 and that 0 is away from ∂1 . Let B be the ball used in the definition of the
-degree of f , with the associated extension f˜ of f . Then f˜(B) ⊂ B1 for some ball B1 centered at the origin. If g˜ is the extension of g to B1 , then g˜ + f˜ will be an equivariant extension of g+ f to B. If N1 is a neighborhood of ∂1 , where g˜ is non-zero and not containing 0, then one may choose a neighborhood N of ∂ contained in f˜−1 (N1 ), with its associated ϕ. Thus, [F ] = [2t + 2ϕ(x) − 1, f˜(x)] = deg
(f ; ) [H ] = [2t + 2ϕ(x) − 1, g( ˜ f˜(x))] = deg
(g + f ; ) [G] = [2t1 + 2ϕ1 (y) − 1, g(y)] ˜ = deg
(g; 1 ) are well defined. In order to be able to compare these
-homotopy classes, let us replace 2t − 1 by s and 2t1 − 1 by s1 , hence s and s1 belong to the interval [−1, 1], and replace the component 2t + 2ϕ(x) − 1 by (s + 2ϕ(x))/3, which belongs to the interval [−1, 1]. Thus F is
-homotopic on ∂([−1, 1] × B) to (s1 , y), with s1 = (s + 2ϕ(x))/3 and y = f˜(x). Then, [G(F (s, x))] = [(s + 2ϕ(x))/9 + 2ϕ1 (f˜(x))/3, g( ˜ f˜(x))]. One may deform ϕ1 (f˜(x)) to 0, since g( ˜ f˜(x)) = 0 on N and ϕ(x) = 1 outside ∪N, that is the first component is larger than 1/9 and the deformation is valid. We have proved Lemma 6.2. Under the above hypothesis one has deg
(g + f ; ) = [G + F ]
, where [F ]
= deg
(f ; ) and [G]
= deg
(g; f ()). Remark 6.1. If V = W = U = Rn and
= {e}, the classical formula for the degree of a composition runs as follows. Proposition 6.1. Let i be the bounded components of Rn \f (∂) and suppose that g + f is non-zero on ∂. Then  deg(g + f ; ) = deg(g; i ) deg(f − pi ; ), where pi is any point in i . Proof. Assuming, from Sard’s lemma, that f and g are C 1 and that 0 is a regular value for g + f , one has  deg(g + f ; ) = Sign det Dx (g + f (x)) = g+f (x)=0

81

2.6 Operations



=

Sign det Dy g(y) Sign det Dx f (x)

y=f (x) g+f (x)=0



=

Sign det Dg(y) deg(f (x) − y; ).

y∈Rn \f (∂) g(y)=0

But Rn \f (∂) is the union of the disjoint connected sets i , so that deg(f (x) − y; ) = deg(f (x) − pi ; ) for y in i Hence 

 deg(g + f ; ) = deg(f (x) − pi ; ) Sign det Dg(y) i

=



y∈i g(y)=0

deg(f (x) − pi ; ) deg(g; i ).



i

In the equivariant case, it is clear that i are open, connected and invariant. Furthermore,  deg
(g + f ; f −1 (i ) ∩ ) deg
(g + f ; ) = i

up to one suspension. For i which contains 0, one may apply Lemma 6.2 (taking pi = 0), however, in general f (x) − pj will not be equivariant. This explains the hypothesis of Lemma 6.2. Now, in order to use the algebraic structure of the homotopy groups of spheres, one needs to look at maps from S V into S W , i.e., to normalize F to Fˆ (s, x) = F (s, x)/&F (s, x)& (one may assimilate the radii R and R1 to a change of scale). In that case Fˆ (s, x) sends the boundary of the cylinder [−1, 1] × {x : &x& ≤ 1} into the boundary of the cylinder [−1, 1] × {y : &y& ≤ 1} in W . One may then take the composition with a
-map G and obtain a pairing 
SV (S W ) × 
SW (S U ) → 
SV (S U ) ([Fˆ ]
, [G]
) → [G + Fˆ ]
which is well defined on homotopy classes. We shall see, in §7 of next chapter, that the pairing is in fact a morphism. Remark 6.2. As maps from S V into W \{0}, it is clear that F (s, x) and Fˆ (s, x) are
-homotopic. However, this homotopy is not true for G(F ) and G(Fˆ ). For instance, if V = W = V = Rn and
= {e}, then any map F : B → Rn \{0}, is such that [F ] = deg(F ; B)[Id]. The morphism property of the pairing implies that [G + Fˆ ] = deg(G + Fˆ ; B)[Id] = deg(G; B) deg[Fˆ ; B)[Id]

82

2 Equivariant Degree

and deg(Fˆ ; B) = deg(F ; B). The first equality follows also from Proposition 6.1, since Fˆ (∂B) ⊂ ∂B and i = B contains the origin. However, deg(G + F ; B) may be quite different, as the following example shows. Example 6.3. On R2 , let f (x, y) = (x, (x −ε)y), where 0 < ε < 1/2. Then f sends the unit disk B into the interior of a lemniscate, with two components, − containing the origin and + . By computing the Jacobian of f at the origin, one has that deg(f ; B) = −1, while deg(f (x, y)−(2ε, 0); B) = 1. Hence, from Proposition 6.1., one has deg(g + f ; B) = deg(g; + ) − deg(g; − ). For instance, if g(x1 , y1 ) = (x1 − 2ε, y1 ), then deg(g; + ) = 1 and deg(g; − ) = 0, hence deg(g + f ; B) = deg((x − 2ε, (x − ε)y); B) = 1, which is not the product of deg(g; B), which is 1, by deg(f ; B). However, if one considers f/&f & on ∂B, then g(f/&f &) = (x/&f & − 2ε, (x − ε)y/&f &). This map, which is non-zero on ∂B, is homotopic to &f &g(f/&f &), which is (x − 2ε&f &, (x − ε)y), a continuous map on B. For x = ε or y = 0 then &f & = |x|, thus the only zero of this map is (0, 0). Near the origin, one may deform the map to (x, −εy), with degree equal to −1. Example 6.4. Let  be the annulus {z ∈ C; 1/4 < |z| < 1} and let f (z) = zn , for some integer n ≥ 1. Let 1 = f () and g(y) = y − 1/2 be defined on 1 . Then [F ] = [(s + 2ϕ(z))/3, zn ] = 0, [G] = [s1 + 2ϕ1 (y), y − 1/2] = 1 × [Id], since F (s, z)  = 0 on B = {(s, z) : |s| ≤ 1, |z| ≤ 1} and G has degree 1 with respect to B1 = {(s1 , y) : |s1 | ≤ 1, |y| ≤ 1}. On the other hand [G + F ] = [(s + 2ϕ(z))/3 + 2ϕ1 (zn ), zn − 1/2] = [s, zn − 1/2] = n[Id], since ϕ1 (1/2) = ϕ((1/2)1/n ) = 0. However, since F (s, z)  = 0 and G(s1 , y)  = 0 on ∂B1 , one may perform the deformation G(Fˆ (τ s, τ z)), where Fˆ (s, z) = F (s, z)/&F (s, z)&, and have [G + Fˆ ] = [G(1, 0)] = 0. There is however one case where [G + F ] = [G + Fˆ ], which we shall phrase in terms of the hypothesis of Lemma 6.2. Lemma 6.3. Assume 1 = f () is open and has the following property: If y is non-zero and in 1 ∩ g −1 (0), then the segment {ty, 0 ≤ t ≤ 1} is entirely in 1 . Then deg
(g + f ; ) = [G + Fˆ ]
. Proof. One has that F (s, x) = ((s + 2ϕ(x))/3, f˜(x)) and, for (s, x) on ∂(I × BR ), Fˆ (s, x) = (α(s+2ϕ(x))/3, α f˜(x)), where α(s1 , y) = (αs1 , αy) belongs to ∂(I ×B1 ),

2.6 Operations

83

i.e., is the intersection of the line segment, going from the origin to (s1 , y), with the boundary of the cylinder. Then, G(Fˆ (s, x)) = (α(s + 2ϕ(x))/3 + 2ϕ1 (α f˜(x)), g(α ˜ f˜(x))). Replacing α by τ , going from 1 to α(s1 , y), one would obtain a
-homotopy from G+F to G + Fˆ , provided that, on ∂(I × BR ), this homotopy is valid. Now if one has a zero, then τ f˜(x) cannot belong to (1 ∪N1 )c , since there ϕ1 is 1 and |α(s +2ϕ(x))/3| ≤ 1. Thus, for a zero, one would need that τ f˜(x) should be in 1 and s + 2ϕ(x) = 0. This last equality, on ∂(I × BR ), is possible only if s = −1 and ϕ(x) = 1/2, i.e., x is in N, f˜(x) in N1 (and non-zero), and g(τ f˜(x)) = 0. If y = τ f˜(x), one has a contradiction with the assumption on 1 .  Note that the above condition is violated in the examples above and that, on the contrary, it is fulfilled if 1 is starshaped about the origin, or if g −1 (0) ∩ 1 ⊂ B(0, ρ) ⊂ 1 , where B(0, ρ) is a ball of radius ρ and center at the origin. Remark 6.3 (Orthogonal maps). Let V = W = U and
be abelian. If f and g are
-orthogonal, i.e., f (x) · Aj x = 0, g(x) · Aj x = 0, where Aj are the infinitesimal generators for the torus part of
, it is easy to see that the composition of f and g is not necessarily orthogonal. However, if one follows the case of gradients, g(y) = ∇/(y),

h(x) = ∇x (/(f (x)),

then h(x) = Df (x)T g(f (x)) where g(y) is
-orthogonal, then one may ask that f (x) is C 1 and
-equivariant. From the relations Df (γ x)γ = γ Df (x) and Df (x)Aj x = Aj f (x) (obtained by differentiating f (γ x) = γf (x)), one sees that h(x) is
-orthogonal. If f (∂) ⊂ ∂1 , 0  ∈ ∂1 and g(y) is non-zero on ∂1 , then one may look at deg
(f ; ), deg⊥ (g; 1 ) and deg⊥ (h; ) provided h is non-zero on ∂, for instance if Df (x) is invertible on ∂. As in Lemma 6.2, one has, for |s|, |s1 | ≤ 1, F (s, x) = (s + 2ϕ(x))/3, f˜(x)) G(s1 , y) = (s1 + 2ϕ1 (y), g(y)) ˜ ˜ f˜(x))]⊥ = [DF (s, x)T G(F (s, x))]⊥ [H (s, x)]⊥ = [s + 2ϕ(x), D f˜(x)T g( assuming f˜ is C 1 and D f˜ is invertible in N ⊂ f −1 (N1 ). In order to get a result similar to Lemma 6.3, i.e., working with Fˆ , one needs to make cumbersome computations. Instead, we shall consider the following particular case:

84

2 Equivariant Degree

Proposition 6.2. Assume  = B(0, R), f (0) = 0, Df (x) invertible in , g(y)  = 0 for &y& ≥ R1 and &f (x)& ≥ R1 if &x& = R. Then deg⊥ ((Df )T g(f (x)); B(0, R)) = deg⊥ (g(y); B(0, R1 )). Proof. Since  = B(0, R) and one may choose 1 = B(0, R1 ), then the construction of F and G is not necessary: one may compute directly the classes of h(x) and of g(y). Note that the invertibility of Df (x) implies that 0 is the only zero of f (x). Note also that Dh(x) = Df (x)T Dg(y)Df (x), whenever g(f (x)) = 0. Hence, if 0 is a regular value of h, then the Brouwer degree of h is that of g. Now, on ∂, one may deform orthogonally h(x) to the map Df (x)T &f (x)&2 g(R1 f (x)/&f (x)&) via (1 − τ + τ &f (x)&2 )h(x) first and then via Df (x)T &f (x)&2 g(f (x)(1 − τ + τ R1 /&f (x)&)). The new map has its only zero at x = 0, hence one may deform x in ∂ to εx, for ε small and use the homotopy where f (εx) is replaced by (1 − τ )f (εx) + τ Df (0)εx and Df (εx) by (1 − τ )Df (εx) + τ Df (0): since Df (0) commutes with any γ in
(and hence with Aj ) the deformation is clearly
-orthogonal and, for ε small enough, the path from Df (0) to Df (εx) consists of invertible matrices, that is the only zero of the deformation is at x = 0. At this stage, one has that [h]⊥ = [Df (0)T &Df (0)x&2 g(R1 Df (0)x/&Df (0)x&)]⊥ . Now, in GL
(V ), one has that Df (0) is
-deformable to A = diag(ε
, εZ2 , . . . , I ), where ε
= diag(Sign det Df (0)
, I ) on V
and εZ2 is a similar matrix on V H ∩ (V
)⊥ , for each H with
/H ∼ = Z2 and the last I is on the other irreducible representations (see Theorem 8.3 in Chapter 1). Hence, by replacing Df (0) by its deformation to A, one obtains an orthogonal deformation for h and [h]⊥ = [A&x&2 g(R1 A(x/&x&))]⊥ = [Ag(Ay)]⊥ , where y is on ∂B(0, R1 ). Now, we shall see, in Theorem 6.1 of Chapter 3, that  dH [FH (y)]⊥ , [g(y)]⊥ = with one generator FH for each isotropy subgroup H of
. In particular, each FH has the form (. . . , X0 , (y 2 − y)y, . . . ), where y is a real coordinate where
acts as Z2 and X0 corresponds to V
. It is then clear that   dH [AFH (Ay)]⊥ = dH [FH (y)]⊥ = [g(y)]⊥ , [Ag(Ay)]⊥ = from the form of FH , since ε
2 X0 = X0 , −((−y)2 − 1)(−y) = (y 2 − 1)y.



2.7 Bibliographical remarks

2.7

85

Bibliographical remarks

The literature on the “classical” degree theory and its extensions (to k-set contractions, A-proper maps, etc.) is very extensive. For the reader with interest in analysis, the most accessible texts are the books by Nirenberg, Berger and Krasnosel’skii–Zabrejko. For a survey of the Russian literature, the reader may consult the paper [Z], by Zabrejko. On the equivariant side, the situation is scarcer. There are indices coming from Algebraic Topology, with the inconvenient that, having to assume that the orbit space is a nice manifold, the action has to be free. For the case of autonomous differential equation, Fuller has introduced in [F], a degree which is a rational. The relation between the Fuller degree and ours has been shown in [I.M.V. 2]. Dancer, in [Da], has defined a degree for S 1 -gradient maps, which is also a rational, and can be shown to follow from the S 1 -degree with a “Lagrange multiplier”, see [I.M.V. 2]. Geba et al. have defined an S 1 -degree in [D.G.J.M.] and then a degree for a general Lie group in [GKW.], which corresponds to the “free part” of our degree. Their definition, using the “normal map” approach will be related to ours in the next chapter. Finally, Rybicki has also defined a degree for S 1 -orthogonal maps in [R] and Geba for
-gradient maps, for a general
, in [G]. The material in this chapter is taken from [IMV1] for § 1–3, from [I.V. 3] for § 4. Lemma 5.1 is known as “Whyburn lemma” and has been widely used in the bifurcation literature.

Chapter 3

Equivariant Homotopy Groups of Spheres

As we have seen in the preceding chapter, the equivariant degree in an element of 
SB (S E ), the group of all equivariant homotopy classes of
-maps from S B into S E . Thus, it is necessary to compute these groups, to know their generators and to understand the effect of some operations, like changing the group
, taking products or composition of maps. This chapter is devoted to these topological considerations. Our tools have been completely expounded in § 8 of Chapter 1 and are based on the idea of extension of maps, what is known as obstruction theory. However, we have avoided, as much as possible, most of the abstract scaffolding of Algebraic Topology so that any reader should be able to follow our constructions. The price we have to pay is maybe some long formulae and the restriction to abelian groups and to spaces which satisfy hypothesis (H) of § 2 of Chapter 1. We refer to the section on bibliographical remarks for the very few results for the non-abelian case and some other abstract results. If, nevertheless, the reader wishes to go quickly to applications, then he has only to see the main results of this chapter and go on to the next one.

3.1 The extension problem Let the abelian group
act on the finite dimensional representations B and E and consider an element F of 
SB (S E ), i.e., F is an equivariant map from ∂(I × B) into R × E\{0}. Let V and W stand for I × B and R × E respectively. For any isotropy subgroup K denote by B K = (I × B)K . The problem we shall be considering in this section is the following: Let H be afixed isotropy subgroup and assume that F has a
-equivariant extension: F˜ : K K>H B → W \{0}. Under which condition F on ∂B H (and F˜ on the union of the balls B K ) will have a non-zero
-extension from B H into W H \{0}? From Gleason’s lemma (Lemma 4.1 of Chapter 1) one has a
-extension from  Bε (K) into W H \{0} ∂B H K>H

which will be non-zero in an ε-neighborhood Bε (K) of B K .  H Note that all points in B \ K>H Bε (K) have H as isotropy subgroup and that
/H acts freely on them.

3.1 The extension problem

87

Theorem 1.1. (a) If dim V H − dim
/H < dim W H , then there is a non-zero
extension to B H . (b) If instead one has equality of the dimensions, then there in an integer which is an obstruction to the
-extension. Proof. Write V H componentwise, in real and complex representations as (x1 , . . . , xm )= (y1 , . . . , yr , z1 , . . . , zs )  with yj real and zj complex. Then H = Hj , where Hj =
xj . Let k = dim
/H , define H˜j = H1 ∩ · · · ∩ Hj and let kj be the order of H˜j −1 /H˜j . As seen in § 2 of Chapter 1, there are exactly k complex coordinates for which kj = ∞, i.e., where H˜j −1 /H˜j acts as S 1 . Let Cε = {ε(1 − 1/kj ) ≤ |xj | ≤ R, 0 ≤ Arg xj < 2π/kj } be a fundamental cell corresponding to H . Hence, if kj = 1, there are no limitations on xj , while on yj with kj = 2, one has yj ≥ ε/2. Also, if kj = ∞, then xj is real and positive. Then, C¯ ε is a (r + 2s − k)- dimensional ball and, from the hypothesis of the theorem, one has dimW H ≥ dim Cε . From the fundamental cell lemma (Lemma 2.2 in Chapter 1), B H \ K>H BεK (K) is covered properly by the images of Cε under
/H , where εK is chosen to fit ε(1 − 1/kj ). In particular, if X belongs to C¯ ε \Cε , i.e., for some j , with xj complex and kj > 1, one has Arg xj ≡ ϕj = 2π/kj , then there is a unique point γj X, with γj in H˜j −1 /H˜j , such that (γj X)i = xi for i < j and the argument of (γj X)j is 0, i.e., γj X belongs to ∂Cε . In particular, yi , with yi real and positive, i.e., with ki = 2, and zi , with ki = ∞, are left unchanged under γj . For such an X, let j1 be the first index such that ϕj1 = 2π/kj1 , then, if X = (x1 , . . . , xm ), there is a unique γj1 in H˜j1 −1 /H˜j1 such that γj1 X = (x1 , . . . , xj1 −1 , |xj1 |, γj1 xj1+1 , . . . , γj1 xm ). If j2 is the first index for γj1 X such that Arg(γj1 xj2 ) = 2π/k2 , one obtains a γj2 such that γj2 γj1 X = (x1 , . . . , |xj1 |, . . . , |xj2 |, . . . , γj2 γj1 xm ). In a finite number of steps one gets the unique γ in
/H , given in the fundamental cell lemma, such that γ X belongs to Cε ∩ ∂Cε . Note that any equivariant
-extension of F must satisfy F (X) = γ˜ −1 F (γ X), i.e., F on C¯ ε \Cε is determined by F restricted to Cε ∩ ∂Cε , while on interior points of Cε , F may be arbitrary. Let s˜ be the number of complex zj ’s with kj < ∞. Then s = s˜ + k and dim Cε = r + 2˜s + k ≤ dim W H . Let sˆ be the number of complex zj ’s, with 1 < kj < ∞. The proof of the theorem, by induction on dim V H , will consist in showing that, on ∂Cε , there is a non-zero extension of F (and of F˜ ). This extension needs to have the necessary symmetry properties allowing, under the action of
/H , a consistent extension, i.e.,
-equivariant, to B H of any continuous extension inside Cε .

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3 Equivariant Homotopy Groups of Spheres

The minimal dimension possible, for the starting point of the induction, will be that for the case when H = Hj , while any intersection without one group will give a group strictly bigger than H . In particular, kj > 1. (a) The simplest case. Points on ∂Cε are then either with |xj | = R, where F is given or yj = ε/2 real or |zj | = ε(1−1/kj ) with kj > 1 and zj complex, or Arg zj = 0 or 2π/kj when 1 < kj < ∞. Now, if xj = 0, from the minimality of the intersection, the corresponding isotropy subgroup contains strictly H and for |xj | ≤ ε(1 − 1/kj ) one has the given equivariant extension F˜ of F . In particular, one does not have to worry about yj real or zj with kj = ∞. The rest of ∂C corresponds to points with some phase ϕj on ∂Ij , where Ij = [0, 2π/kj ], for 1 < kj < ∞ and zj complex (there are sˆ such j ’s). Let 6sˆ−i be the (ˆs − i)-torus 6sˆ−i ≡ {ϕj = 0 for j = 1, . . . , i, ϕj ∈ Ij for j = i + 1, . . . , sˆ }. (There is a slight abuse of notation here: xj are not necessarily consecutive variables since we are taking out the real variables and those for which kj = ∞). Then, 60 = {ϕj = 0 for j = 1, . . . , sˆ } gives a piece of ∂C which has dimension r + 2˜s − sˆ + k < dim W H , since sˆ ≥ 1. From Remark 8.1 in Chapter 1, one has a continuous non-zero extension on it: that is, any map from ∂(B n+1 ) into Rm+1 \{0} has a non-zero extension to B n+1 , provided n < m. For 61 = {ϕj = 0 for j < sˆ and ϕsˆ in Isˆ }, one has already an extension for ϕsˆ = 0 (i.e., on 60 ). Furthermore, there is a unique γsˆ in H˜ sˆ−1 /H˜ sˆ such that Arg(γsˆ |xsˆ |e2πi/ksˆ ) = 0, hence γsˆ leaves untouched the preceding xj ’s while, for an eventual j > sˆ , one would have kj = ∞ and γsˆ xj = xj : by the minimality of V H , there are no xj with kj = 1. Define F (x1 , . . . , |zsˆ |e2π i/ksˆ , . . . ) = γ˜sˆ−1 F (x1 , . . . , |zsˆ |, . . . ) which gives an extension to the front face, ϕsˆ = 2π/ksˆ , of 61 from the back face ϕsˆ = 0, which is compatible with the action of
/H (leaving fixed ϕj for j < sˆ ). If sˆ > 1, i.e., if 61 corresponds to a piece of ∂Cε (ˆs = 1 would give Cε ), then this piece is a ball of dimension r + 2˜s − sˆ + k + 1 < dim W H . Hence, again from Remark 8.1 of Chapter 1, one obtains a continuous non-zero extension on it. Assume now that one has obtained an extension for the last sˆ − i phases, that is for 6sˆ−i . Consider now 6sˆ−i+1 which has a back face ϕi = 0, i.e., 6sˆ−i , and a front face for ϕi = 2π/ki . For a point X on that front face, let γi be the unique element of H˜ i−1 /H˜ i such that γi (x1 , . . . , xi−1 , |xi |e2π i/ki , xi+1 , . . . , xsˆ ) = (x1 , . . . , xi−1 , |xi |, γi xi+1 , . . . , γi xsˆ ) in Cε , i.e, with ϕj in [0, 2π/kj ) for j > i. Define then F (X) = γ˜i−1 F (γi X)

3.1 The extension problem

89

which will preserve the symmetry on that face. It remains to extend F to Ii = {ϕi ∈ [0, 2π/ki ]}. This is done in the following sequence: 1. Extend to Ii × {ϕj = 0, for j > i} by the dimension argument. 2. Extend to Ii × {ϕj = 0, for i < j < sˆ } × {ϕsˆ = 2π/ksˆ } by the action of γsˆ . 3. Extend to Ii × {ϕj = 0, for i < j < sˆ } × Isˆ by the dimension argument. 4. Extend to Ii × {ϕj = 0, for i < j < sˆ − 1} × {ϕsˆ−1 = 2π/ksˆ−1 } × Isˆ by the action of γsˆ−1 . 5. Extend to Ii × {ϕj = 0, for i < j < sˆ − 1} × Isˆ−1 × {ϕsˆ = 0} by the dimension argument. 6. Extend to Ii × {ϕj = 0 for i < j < sˆ − 1} × Isˆ−1 × {ϕsˆ = 2π/ksˆ } by the action of γsˆ . 7. Extend to Ii × {ϕi = 0, for i < j < sˆ − 1} × Isˆ−1 × Isˆ by the dimension argument. 8. One continues with Isˆ−2 , first with ϕsˆ = ϕsˆ−1 = 0 and so on …, i.e., repeating all the constructions which lead to the extension to 6sˆ−i but now with Ii instead of ϕi = 0. Each time one makes an extension, one has to be sure that all the symmetries affecting the phases, which are placed later in the sequence, are taken care of. Example 1.1. We invite the reader to make a pause and to see in simple examples what is the mechanics of the construction. We propose the following case. Take
= Z30 , acting on (z1 , z2 , z3 ) via (ekπ i , ekπ i/3 , e2kπi/5 ) for k = 0, . . . , 29. Then, H1 = Z15 , corresponding to even k’s and k1 = 2. Also H2 ∼ = Z5 , corresponding to multiples of 6, with H2 < H1 , that is H1 ∩ H2 = H2 and k2 = 3. One has H3 ∼ = Z6 , corresponding to multiples of 5, with k3 = 5, H1 ∩ H3 = Z3 , with multiples of 10 and H2 ∩ H3 = {e}. Then, 0 ≤ ϕ1 < π, 0 ≤ ϕ2 < 2π/3, 0 ≤ ϕ3 < 2π/5 is the fundamental cell. The γ3−1 which sends (ϕ1 , ϕ2 , ϕ3 ) = (0, 0, 0) into (0, 0, 2π/5) corresponds to k = 6, while γ2−1 (0, 0, 0) = (0, 2π/3, 0) for k = 20 and γ1−1 (0, 0, 0) = (π, π/3, 0) for k = 25. Consider now the following equivariant map on [0, 1] × {(z1 , z2 , z3 ) : |zi | ≤ 2, i = 1, 2, 3} (2t + 1 − 2|z1 z2 z3 |, (z12 + 1)z1 , (¯z1 z23 − 1)z2 , (z35 + 1)z3 ), which is non-zero if one zi is 0. One recognizes in z12 , z¯ 1 z23 and z35 the invariant monomials of Lemma 6.3 in Chapter 1. The zeros of the map are for z1 = ±i, z3 =

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3 Equivariant Homotopy Groups of Spheres

eπi/5+2kπi/5 , z2 = eπ i/6+2kπ i/3 or eπ i/2+2kπ i/3 and t = 1/2, i.e., 30 in all, but only one in C: (i, eπi/6 , eπ i/5 ), for t = 1/2. Now, on ∂C, one may deform the map to (2t − 1, z1 − z10 , z2 − z20 , z3 − z30 ), where (z10 , z20 , z30 ) is the unique zero, which has an index 1. We leave to the reader the details of the deformation, as well as the computation of the ordinary degree (i.e., non-equivariant) of the map, which is 30: make a deformation to (2t − 1, z12 , z23 , z35 ) or use the fact that each zero has the same index (see Property 3.3 in Chapter 1). A final note on this example: if one takes the order (z2 , z1 , z3 ), then k˜1 = 6, k˜2 = ˜ 1, k3 = 5, that is, the fundamental cell depends on the order of the coordinates. Of course, if
/H is finite, then |
/H | = kj is independent of the order. (b) End of the proof of the theorem. In order to complete the induction argument, one needs to see what happens when adding a new variable, without changing H . Thus, one may assume that this new variable is the last one, xn+1 , such that H˜ n = H = H˜ n+1 , that is kn+1 = 1. Hence, Cn+1 , the new fundamental cell, is Cn × {|xn+1 | ≤ R}. On ∂Cn+1 , one has either |xn+1 | = R, with the original map F , or X in ∂Cn and |xn+1 | ≤ R. The first step is the extension to ∂Cn+1 ∩ {xj = 0}, where the minimality argument is replaced by the induction hypothesis. The next step is the construction on 6sˆ , where one allows some kj ’s to be 1, i.e., that there is no restriction on ϕj . One may perform the same steps by either ignoring these phases or by taking γj = Id. Thus, if dim V H < dim W H +k, one may go all the way and obtain an extension to C which respects the action of
/H on ∂C. Then this extension is reproduced by
/H to give a
-equivariant map on B H . While if dim V H = dim W H + k, one has a non¯ with possible zeros, zero extension to ∂C and, given any continuous extension to C, H one obtains a
-equivariant map on B which is non-zero on
(∂C). The possibility of a non-zero continuous extension to C will be determined by the Brouwer degree of this map from ∂C into W H \{0}: see again Remark 8.1 of Chapter 1: such a map has a non-zero extension if and only if its degree is 0.  Corollary 1.1. If for all isotropy subgroups H for the action of
on V , one has dim V H < dim W H + dim
/H , then 
SV (S W ) = 0. Proof. This is clear, since one may extend any F : S V → R × W \{0} to a non-zero equivariant map on I × B, starting with H =
, I × B
and the invariant part of F , then on all maximal isotropy subgroups (which correspond to some of the coordinates) and then, by stages, for a given H , having first extended for all K’s, with H < K.  Corollary 1.2. Let J be the subset of Iso(V ) consisting of all isotropy subgroups H with the property that for any K ≤ H , one has dim V K < dim W K + dim
/K. Denote by SJ C the union of S H ’s for H in J C . Then the following holds.

3.1 The extension problem

91

(a) If F in 
SV (S W ) is such that F restricted to SJ C has a non-zero
-equivariant extension to the union of the B H ’s, for H in J c , then [F ]
= 0. (b) If F and G are
-homotopic on SJ c , then [F ]
= [G]
. (c) If J˜ is the subset of I so(V ) defined as J but with dim V K ≤ dim W K +dim
/K instead of a strict inequality, then if there is a non-zero
-equivariant map F˜ defined on SJ˜c , then F˜ extends to an element of 
SV (S W ). In particular, if J˜ is all of Iso(V ), there is an equivariant map from S V into S W , even if V
= {0}. Proof. (a) Starting from maximal elements in J , one extends F , step by step, to a non-zero equivariant map from S V into R × W \{0}, thus, [F ]
= 0. (b) Either replace V by I × V , defining a new map, on I × S V , by F for τ = 0 and G for τ = 1 and the
-homotopy on I × SJ c , or use the algebraic structure of 
SV (S W ) by considering [F ]
− [G]
, where the sum is defined on the first variable. This map, being trivial on SJ c , has a
-equivariant extension to the union of the B H ’s, for H in J c . By (a), one obtains [F ]
− [G]
= 0. (c) It is enough to follow the extension procedure given in Theorem 1.1, but now on C ∩ S V , which has one dimension less. Since this construction does not involve the group structure, one obtains the result.  Returning to the case of a single H with dim V H = dim W H + dim
/H , we have seen that the Brouwer degree of the extension to ∂C is the obstruction for the extension to B H . A priori, this degree may depend on the extensions to ∂C and on the choice of C, i.e., on the decomposition of
/H . We shall give below several conditions under which this degree is independent of these factors. We shall first complete some of our results on the fundamental cell. Definition 1.1. Let z1 , . . . , zk be the complex coordinates with kj = ∞, in the decomposition of the fundamental cell C, (z1 , . . . , zk are not necessarily consecutive). The ball Bk = {x ∈ B H , zj real and non-negative, j = 1, . . . , k} will be called the global Poincaré section. Note that Bk has dimension dim V H − dim
/H . Let H0 = H1 ∩ · · · ∩ Hk , with Hj the isotropy of the coordinate zj , j = 1, . . . , k, then H0 , which leaves Bk globally invariant, will be called the isotropy of the Poincaré section Bk . Lemma 1.1. (a) H0 acts as a finite group on Bk and |H0 /H | = kj , for those xj with kj < ∞. The fundamental cell for this action of H0 on Bk is C. (b) Any
-equivariant map on B H induces, by restriction, an H0 -equivariant map on Bk and, conversely, any H0 -equivariant map on Bk can be extended to a
-equivariant map on B H . These two operations are the inverse of one another. (c) If F0 is  a non-zero H0 -equivariant map on ∂Bk which has a non-zero H0 ˜ extension F0 to K>H (B K ∩Bk ), then one obtains a
-equivariant map F on S H and  ˜ 0 ), a non-zero
-extension F˜ to K>H (B K ). If (F0 , F˜0 ) is H0 -homotopic to (G0 , G

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3 Equivariant Homotopy Groups of Spheres

˜ then(F, F˜ ) is
-homotopic to (G, G). Conversely, if (F, F˜ ) is
-equivariant on H K H H S dim V ≤ dim W + dim
/H , then one may build (F0 , F˜0 ) K>H  (B ) and K on ∂Bk K>H (B ∩ Bk ) a non-zero H0 -map which depends only on the
-homotopy class of (F, F˜ ). j

Proof. (a) We have seen, in Lemma 2.4 (a) of Chapter 1, that the matrix (ni ) giving the action of T n has rank k = dim
/H and an invertible submatrix corresponding to z1 , . . . , zk . Hence dim
/H0 = k and, since
/H = (
/H0 )(H0 /H ), one gets that H0 /H is a finite group. Write now
/H as (
/H1 ) × · · · × (H˜ i−1 /H˜ i ) × · · · × (H˜ m−1 /H ), where kj = |H˜j −1 /H˜j |. For a complex coordinate, if kj < ∞, then H˜j −1 /H˜j ∼ = Zkj , from Lemma 1.1 in Chapter 1, and one may choose as a generator the γj , given in the proof of Theorem 1.1, such that γj (|zj |e2π i/kj ) = |zj | and sends C¯ onto itself. In particular, γj leaves invariant the argument of the coordinates z1 , . . . , zk with ki = ∞, that is γj belongs in fact to H0 . For a real coordinate yi with isotropy Hi and ki = 2, then we have seen that all the preceding γj ’s, corresponding to complex coordinates, belong to Hi . Furthermore, Hi contains T n and any subgroup of odd order. If γi generates H˜ i−1 /H˜ i ∼ = Z2 , then the action of
on yi is by exp(2π iK, Li /M) and γi corresponds to a choice K0 of K such that K0 , Li /M = 1/2. Since the action on z1 , . . . , zk is by exp(iN j , / + 2π iK, Lj /M), where N1 , . . . , Nk are linearly independent, there is a /0 such that N j , /0  + 2π K0 , Lj /M is a multiple of 2π for j = 1, . . . , k. That is γi is in H0 . k Note that γj is in H˜j −1 , i.e., leaves invariant xi for i < j , and that γ j is j

in H˜j . Following the decomposition of
/H , one may write any γ in
/H as αm−k δ1 . . . δk , where 0 ≤ αj < kj and δ1 , . . . , δk correspond to the coordiγ1α1 . . . γm−k

α nates with kj = ∞. Thus, γ = γ0 δ, where γ0 = γj j is in H0 /H and δ = δ1 . . . δk . k

From the fact that γj j acts trivially on xj , it is easy to see that the set of all possible

γ0 ’s gives a subgroup of H0 /H of order kj . Furthermore, if γ is in H0 then, from δ = γ0−1 γ , one would have δ1 . . . δk = γ˜0 is in H0 . But then δ1 = γ˜0 δ2−1 . . . δk−1 would be in H1 , since δj fixes z1 for j > 1, that is δ1 would be in H˜ 1 , hence trivial. Continuing

this argument one gets that δj are all trivial and γ = γ0 , that is H0 /H has order kj . p Now, for fixed j with kj < ∞, one has that γj (C), for p = 0, . . . , kj − 1, are kj disjoint cells contained in Bk , since γj is in H0 . Moreover, C¯ and γj C¯ have only the face Arg xj = 0 in common. Note also that if 0 ≤ Arg xi < 2π/ki , for i = j , then Arg γj xi belongs to an interval of length 2π/ki which intersects the previous one, ¯ since γj was defined from a point X of C\C such that γj X was in C. Furthermore, if xj is complex, then γj preserves the argument of any yi real with ki = 2. p q Now, if there is an X in γi C o ∩γj C o , where C o is the interior of C and 0 ≤ p < ki , q 0 ≤ q < kj , then if γi corresponds to yi real and ki = 2, then γj (yi ) > 0 and γi (yi ) < 0, which is impossible. Thus, the only possibility is for complex zi and zj

93

3.1 The extension problem

with Arg zi in (−2πp/ki , −2π(p −1)/ki ) and Arg zj in (−2π q/kj , −2π(q −1)/kj ). Assuming i < j , one has that γj fixes xi , hence Arg zi must belong to (0, 2π/ki ) and

αj q p = 0. But then C o ∩ γj C o = φ unless q = 0. Similarly, if γ0 = γj and

α˜j γ˜0 = γj and one has an X in γ0 C o ∩ γ˜0 C o , then X = γ0 X0 = γ˜0 X˜ 0 and X0 = γ0−1 γ˜0 X˜ 0 . Since γ1α˜ 1 −α1 will move the argument of x1 out of C o , where xj  = 0, unless α1 = α˜ 1 , one gets that this equality is possible only if γ0 = γ˜0 . Thus, the kj images of C o do not intersect and, since Bk can also be decomposed in |H0 /H | cells of equal volume, one has that the images of C cover properly Bk . Furthermore, from α the decomposition of any γ0 in H0 /H as γj j , one has that if X belongs to C, then γ0 X belongs to the corresponding image of C and H0 /H acts freely on C, that is C is a fundamental cell for H0 acting on Bk . (b) If F is
-equivariant on B H , then F restricted to Bk is H0 -equivariant. Conversely, if F0 is H0 -equivariant on Bk , take any X in B H . Then, there is a δ in
/H0 such that δX is in Bk . Define F (X) = δ˜−1 F0 (δX). Recall that δ is given by the solution of the system N j , / + 2π K, Lj /M = Arg zj ,

j = 1, . . . , k,

see Lemma 2.4 in Chapter 1, where the vectors N1 , . . . , Nk are linearly independent. Thus, one may solve for 8 = (ϕ1 , . . . , ϕk ) (for instance) and some K so that ϕj are in [0, 2π). It is then clear that if δ  solves also this system, then δ −1 δ  will fix the argument of zj , i.e., will belong to H0 . But then, F0 (δ  X) = F0 (δ −1 δ  δX) = δ˜−1 δ˜ F0 (δX), since F0 is H0 -equivariant. Thus, F (X) is well defined and F |Bk = F0 . Let γ = γ0 δ0 be in
, with γ0 in H0 and δ0 in
/H0 . Then, if δX is in Bk , one has that δδ0−1 (γ X) is in Bk , since γ0 is in H0 and
is abelian. Thus, F (γ X) = δ˜0 δ˜−1 F0 (δδ0−1 γ X) = δ˜0 δ˜−1 F0 (γ0 δX) = δ˜0 γ˜0 δ˜−1 F0 (δX) = γ˜ F (X), where one has used the H0 -equivariance of F0 . Hence, F is
-equivariant. (c) Let (F0 , F˜0 ) be H0 -equivariant and non-zero, on ∂Bk for F0 and on B K ∩ Bk for F˜0 . The above construction gives the extension, after noticing that if X is in B K then δX is also in B K and that B K ∩ Bk = BkK∩H0 . Furthermore, any H0 -homotopy for (F0 , F˜0 ) will generate a
-homotopy for (F, F˜ ). Conversely, consider zi , with ki = ∞, and set ViH = V H ∩ {zi = 0} and let BiH be the corresponding ball with dimension equal to dim V H − 2. If the isotropy of BiH is bigger than H , then F has the extension F˜ on BiH . However, if this isotropy is H , the dimension hypothesis implies that one has a
-extension to BiH . For two different
-extensions F1 and F2 , define, on the boundary of [0, 1] × BiH , a
-equivariant map defined as F1 for τ = 0, F2 for τ = 1 and F for [0, 1]×∂BiH (and of course F˜ on BiK ). Applying Theorem 1.1 to I ×BiH , with dimension dim V H −1 < dim W H +dim
/H ,

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3 Equivariant Homotopy Groups of Spheres

one obtains a
-equivariant extension to I × BiH , i.e., a
-equivariant homotopy from F1 to F2 .  It is clear that, starting from BiH and going up in dimension, one may extend  this homotopy to a
-homotopy to BiH and, by restriction, to an H0 -homotopy on Bk . Thus, this construction of F0 on Bk is independent of the extensions to BiH .    Furthermore, if one has a
-homotopy of (F, F˜ ) on S H , B K one may extend     it, using the arguments of Corollary 1.2 (c), to a
-homotopy on I × SiH , I × B K and, by gluing the
-homotopy of (F, F˜ ) and by restricting to ∂Bk , one obtains an H0 -homotopy for (F0 , F˜0 ), since dim I × SiH ≤ dim W H + dim
/H . Thus, F0 depends only on the
-homotopy class of (F, F˜ ).  Definition 1.2. If F is a non-zero
-map on S H which extends to a non-zero
-map F˜  on K>H B K and dim V H = dim W H + dim
/H , the obstruction for the extension to B H will be called the extension degree and denoted by degE (F, F˜ ). Theorem 1.2. Let the following condition hold: ˜ For all γ in
one has det γ det γ˜ > 0. (H) Then degE (F, F˜ ) depends only on the
-homotopy class of (F, F˜ ) and on H0 . In fact, if F0 is any H0 -equivariant extension to Bk , one has deg(F0 ; Bk ) = |H0 /H | degE (F, F˜ ). Proof. From the preceding lemma, one has that F0 depends only on the
-homotopy class of (F, F˜ ). One may also perform the construction of Theorem 1.1, by choosing the first k coordinates

to be z1 , . . . , zk , and get a non-zero H0 -equivariant map on ∂C. Then, if γ0 = γiαi is in H0 , one defines on γ0 (∂C) Fγ0 (X) = γ˜0 F0 (γ0−1 X). Then, whenever X = γ0 X0 = γ1 X1 , with X0 and X1 in ∂C, one has X0 = γ0−1 γ1 X1 and F0 (X0 ) = γ˜0−1 γ˜1 F0 (X1 ), by the equivariance of F0 on ∂C. Thus, Fγ0 (X) = Fγ1 (X). Furthermore, the new map is clearly H0 -equivariant on H0 (∂C), which contains ∂Bk . This implies that  deg(Fγ0 ; γ0 (C)). deg(F0 ; Bk ) = γ0 ∈H0

Now, from the property of the composition for the Brouwer degree (this is easy to prove for the case where the zeros are non-degenerate), one has deg(Fγ0 ; γ0 (C)) = Sign det γ˜0 Sign det γ0 deg(F0 ; C).

3.1 The extension problem

95

˜ one has that From (H), deg(Fγ0 ; γ0 (C)) = deg(F0 ; C) and deg(F0 ; Bk ) =



ki deg(F0 ; C) = |H0 /H | deg(F0 ; C).



˜ affects only the real variables y1 , . . . , yr , since on any Remark 1.1. Condition (H) complex variable, the real determinant is always positive. Thus, if det γ and det γ˜ have opposite sign, this must be on the real variables, where the generators of the action of
may be chosen to be in H0 , as we have seen in the proof of Lemma 1.1. Hence, for such a γ0 one would have: deg(F0 (γ0 X); Bk ) = Sign det γ0 deg(F0 (X); Bk ) = Sign det γ˜0 deg(F0 (X); Bk ), ˜ is not valid, one has by using again the composition property. Thus, if (H) deg(F0 (X); Bk ) = 0. Remark 1.2. The independence of the extension degree on the extension process includes the fact that one may change the order of the special variables z1 , . . . , zk which give H0 and Bk . However, the extension degree could be different for a different choice of H0 . For instance, if S 1 acts on C2 via (e2iϕ , e3iϕ ), then H1 = {ϕ = 0 or π }, H2 = {ϕ = 0, 2π/3 or 4π/3}. If one takes for H0 the first coordinate, then k1 = 2 and C1 = {z1 ∈ R+ , 0 ≤ Arg z2 < π }, while if one takes for H0 the second coordinate, then k2 = 3 and C2 = {0 ≤ Arg z1 < 2π/3, z2 ∈ R+ }. The S 1 -map, from R2 × C2 into R × C2 , defined by F (t, λ, z1 , z2 ) = (2t + 1 − 2|z12 z2 |, (λ + i(2t − 1))z1 , (¯z13 z22 + 1)z2 ) has its zeros, on [0, 1] × R × C2 , for t = 1/2, λ = 0, |z1 | = |z2 | = 1 with z¯ 13 z22 = −1, which is a pair of circles (z1 = eiθ , z2 = ± i e3iθ/2 ). On ∂C1 , one may perform the following deformations: 1. (1 − τ )z1 + τ in the second component. 2. Replace z2 in the third component by |z2 |ei(1−τ )θ , with 0 ≤ θ ≤ π and |z2 | by (1 − τ )|z2 | + τ . 3. Replace 2t, in the first component, by 2(1 − τ )t + τ . At this stage, one has deformed F , on ∂C, to the map (2 − 2|z1 |2 |z2 |, λ + i(2t − 1), z¯ 13 z22 + 1).

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3 Equivariant Homotopy Groups of Spheres

4. Replace |z2 |, in the first component, by (1 − τ )|z2 | + τ |z1 |−3/2 , arriving at 1/2

(2(1 − z1 ), λ + i(2t − 1), z13 z22 + 1), since z1 ≥ 0. 5. Deform linearly z13 to 1. One may then linearize the map at (t = 1/2, λ = 0, z1 = 1, z2 = i), obtaining that the sign of the Jacobian is 1, i.e., the extension degree for C1 is 1 (and deg(F0 ; B1 ) = 2). On the other hand, on ∂C2 , one may perform the following deformations: 1. z2 to 1 in the last component. 2. z1 to 1 in the second component, via a rotation. 3. 2t + 1 to 2 in the first component. 4. After reducing C2 to the set {z2 > ε, 0 < Arg z1 < 2π/3}, deform linearly |z1 |2 , in the first component, via (1 − τ )|z1 |2 + τ |z2 |−4/3 . 5. Deform linearly z22 in the last component to 1, arriving at    −1/3  , λ + 1(2t − 1), z¯ 13 + 1 . 2 1 − z2 The linearization, at the only zero in C2 , has a positive determinant, i.e., the extension degree for C2 is 1 (and deg(F0 ; B2 ) = 3). We shall see, in the next result, that the extension degree is independent of H0 . Let us now continue with the extension problem. Denote by V¯ and W¯ the subspaces H V and W H respectively. ¯

Definition 1.3. (a) Let (H ) denote the subset of 
V¯ (S W ) consisting of those eleS BK

ments F which have a non-zero
-extension to all with K > H . ˜ (b) Denote by (H, K)  the set of
-homotopy classes of maps [F, F ], with F : ∂B H → W H \{0}, F˜ : B K → W \{0}, for K > H and F˜ a
-extension of F . (c) Let  be the assignment [F, F˜ ] → [F ], from (H, K) into (H ). Note that if F is in (H ), with extension F˜ , and F is
-homotopic to G on S H , then, from the equivariant Borsuk extension theorem (Theorem 6.2 of Chapter 1), G ˜ This ˜ to B K and (F, F˜ ) is
-homotopic to (G, G). has a non-zero
-extension G implies that (H ), (H, K) and  depend only on
-homotopy classes. We have the following result. ˜ hold. Then, Theorem 1.3. Assume that dim V¯ = dim W¯ + dim
/H and that (H) ¯
W (H ) is a subgroup of  W¯ (S ). Furthermore, (H, K) is an abelian group which S is isomorphic to Z via the extension degree. The map  is a morphism onto (H ), with ker  = {[(1, 0), F˜ ]}, for all possible extensions F˜ of the map (1, 0): recall that

3.1 The extension problem

97

W¯ = R × E H and (1, 0) corresponds to a map with value 1 on R and 0 on E H . In particular, the extension degree is independent of H0 , up to conjugations, and any extension degree is achieved. Proof. Recall that B H is a cylinder I × BR , for t in I = [0, 1] and &X& ≤ R. Let A = {(t, X) with either t = 0 or 1 or X in B K , for K > H }. If [F, F˜ ] is in (H, K), then F˜ is defined in A and F is non-zero there. Furthermore, the
-homotopy (F (t, τ X), F˜ (t, τ X)) is admissible on A, since if (t, X) is in A then (t, τ X) is also in A and these maps are non-zero on A. Since (t, 0) is in B
, one has that F˜ (t, 0)  = 0 and (F (t, 0), F˜ (t, 0)) is deformable to (F (0, 0), F (0, 0)), since H is a proper subgroup of
(if H =
there is nothing to prove). This last map is in turn deformable to ((1, 0), (1, 0)), since, if dim W
= 1, the admissibility of F requires that F (0, 0) > 0: see §8 of Chapter 1. Thus, (F, F˜ ) is
-homotopic on A to ((1, 0), (1, 0)). The Borsuk equivariant  extension theorem implies that (F, F˜ ) is
-homotopic, on ∂B H B K , to a map (F1 , (1, 0)). Hence one may assume that (F, F˜ ) is of the form (F1 , (1, 0)) on A. This implies, as in §8 of Chapter 1, that one may define a group structure on (H, K). Furthermore, if dim V
> 1, one has that (H, K) is abelian. If V
is reduced to t, the commutativity will follow from the rest of the proof. Note that, by reducing A to {t = 0 or 1}, one sees that (H ) is a subgroup of ¯ 
V¯ (S W ), abelian if dim V
> 1. Furthermore, it is clear that  is a morphism, onto S (H ) and with ker  = {((1, 0), F˜ )}. Note also that, up to here, we have not used any of the two hypotheses. However, if these hold, then degE (F, F˜ ) depends only on [F, F˜ ] and on H0 . Hence, one has a map from (H, K) into Z, given by degE (F, F˜ ) = degE (F1 , (1, 0)). From Theorem 1.1, this assignment, which is clearly a morphism, is one-to-one, since if the extension degree is 0, one has a
-extension to B H , which is
-homotopic, radially and together with F˜ , to (F (0), F˜ (0)), i.e., to ((1, 0), (1, 0)). Thus, (H, K) is isomorphic to a subgroup of Z, hence abelian.  Finally, define a map F0 on C ∪ B K with value (1, 0) on B K , t = 0 or 1, xj = 0 if kj > 1 (including z1 , . . . , zk ) and on Arg xj = 0 or 2π/kj (if 1 < kj < ∞) and, on the rest of ∂C, which defines a continuous map of degree 1: one may always localize a map of any degree in a neighborhood of a point on a sphere, with a constant value outside the neighborhood. One may either use an explicit construction or use the fact that the complement of the neighborhood is contractible and appeal to the classical ¯ Borsuk extension theorem. This map is invariant on C\C, hence one may extend it, by the action of
/H to a
-equivariant map F0 on S H , which has an extension degree equal to 1. Thus, the morphism degE

(H, K) −−−→ Z

98

3 Equivariant Homotopy Groups of Spheres

is an isomorphism, since one may achieve any extension degree, and (H, K) ∼ = Z. ˜ Any [F, F ] in (H, K) can be written as [F, F˜ ] = degE (F, F˜ )[F0 , (1, 0)], where F0 is the above map. Now, if z˜ 1 , . . . , z˜ k and H˜ 0 correspond to another choice of fundamental cell, with generator [F˜0 , (1, 0)] and extension degree degH˜ 0 , one has [F0 , (1, 0)] = degH˜ 0 (F0 )[F˜0 , (1, 0)] [F˜0 , (1, 0)] = degH0 (F˜0 )[F0 , (1, 0)], which means that degH˜ 0 (F0 ) degH0 (F˜0 ) = 1, since [F0 , (1, 0)] is not trivial, having degE (F0 , (1, 0)) = 1, hence (F0 , (1, 0)) has no non-zero
-extension to B H . Thus, degH˜ 0 (F0 ) = degH0 (F˜0 ) = ±1. Moreover, one may construct F˜0 , by a change of variables, from F0 , leaving untouched the variables which are different from z1 , . . . , zk , z˜ 1 , . . . , z˜ k , in particular the real variables: one may localize the map in the intersection of the sectors for all these variables. Since one does not alter the order of the variables, the Jacobian of the change of variables is 1 and one has the same extension degree. This last argument is valid only on complex representations. Hence, if
acts on (z1 , z2 ) in a complex conjugate way, then either one changes z2 to z¯ 2 (and the same action) or one has a Jacobian which is −1: see Remark 5.3 in Chapter 1.  Remark 1.3. If H belongs to J˜, defined in Corollary 1.2, then one may extend F0 to an equivariant map on V , with value (1, 0) on any B K whenever K is not a subgroup of H : if H < K this is how F0 was constructed and for other K’s, which are not subgroups of H , define F0 as (1, 0) and use the dimension argument of Corollary 1.2 (c). One may have examples where  is not one-to-one, although most of our applications will be for the case where ker  = {0}. Example 1.2. Let V = [0, 1] × C and W = R2 , with
= S 1 , acting as eiϕ on C and with a trivial action on W . Consider the S 1 -map, on [0, 1] × {z : |z| ≤ 2} = B: F (t, z) = (1 − 4t (1 − t)(|z| − 2)2 , (2t − 1)t (1 − t)(|z| − 2)). Then, F (t, z) = (1, 0) on ∂B and F (t, z) = 0 only for t = 1/2, |z| = 1 in B. In 1 particular, F S (t, 0)  = 0. For z > 0, one sees that the Jacobian of the map at (1/2, 1) 1 is positive, i.e., degE ((1, 0), F S ) = 1. In fact, by using the addition of homotopy classes, one obtains that ker  ∼ = Z and ({e}) = 0. This case, for
= S 1 , dim V
= dim W
+ 1 − 2p, dim V = dim W + 1, was studied in [I.M.V. 1 Appendix D] and [I.M.V. 2, Lemmas 2.2 and 2.3 and Theorem 3.1], where it is shown that, if p = 1, then  is one-to-one, while if p = 1, ker  ∼ =

3.1 The extension problem

99

Zm0 (nj )/(mj ) , where the action on (V
)⊥ is by eimj ϕ , j = 1, . . . , n, and on (W
)⊥ by einj ϕ , j = 1, . . . , n − 1, nj = kj mj = k˜jm

n , j = 1, . . . , n − 1, and m0 is the largest common divisor of the mj ’s. Note that kj m0 /mn is an integer, since there are integers aj , j = 1, . . . n, such that 

aj mj /m0 = 1,

then, one obtains, using mj = k˜j mn /kj ,       (mn /m0 ) an kj + aj k˜j ki = kj , i =j

that is mn /m0 divides

kj .

As in the above example, this result depends on an explicit construction of ker : Let V = [0, 1] × Rl × Cn , W = Rl+2 × Cn−1 , with x = (X0 , Z) in Rl × Cn , and &x& = max |xj |. The ball B will be [0, 1] × {x : &x& ≤ 2}. With the above actions one has that H = Zm0 and taking for H0 ∼ = Zmn with the last variable, one has B1 = B ∩ {zn ≥ 0}. Consider the equivariant map  F (t, x) = (1, 0) + t (1 − t)(&x& − 2) − 4(&x& − 2), 2t − 1,  ˜ kn−1 k˜ X0 , z1k1 − znk1 , . . . , zn−1 − znn−1 . The zeros of F are for t = 1/2, X0 = 0, &Z& = 1 and hence |zj | = 1 for j = 1, . . . , n. One easily checks that  kj . deg(F ; B1 ) =   kj (m0 /mn ). Hence, the extension degree degE ((1, 0), F ) = Furthermore, let F˜ (t, X0 , z1 , . . . , zn−1 ) be a non-zero S 1 -extension of (1, 0) to B ∩ {zn = 0}, then the map (1 − zn /2)F˜ + (zn /2, 0) is an extension of (1, 0) to ∂B1 and, with a trivial action on zn ≥ 0, is an S 1 -map. We shall show, when treating Borsuk–Ulam results, that such a map has a degree which is a multiple of kj (in 1 S1 fact the multiple is deg((1 − zn /2)F˜ S + (zn /2,0);

B1 ). Thus, any element in ker  has an extension degree which is a multiple of kj (m0 /mn ). Example 1.3. Let V = [0, 1] × Rl × Cn , W = Rl+2p × Cn−p , p > 1 and actions of S 1 of the following form: On zj in Cn as eimj ϕ , on ξj in Cn−p as einj ϕ , with nj = kj mj , for j = 1, . . . , n − p, and nj are multiples of mn−p+1 , . . . , mn . As above m0 is the largest common divisor of the mj ’s, hence H ∼ = Zm0 . Furthermore, since p > 1, one 1 1 S S has dim V ≤ dim W − 2 and if K > H , with K ∼ = Zm , then zj is in V K if mj is a multiple of m and one has (H1 )

dim V K ≤ dim W K + dim
/K − 2.

100

3 Equivariant Homotopy Groups of Spheres

Lemma 1.2. For a general abelian group, if (H1 ) holds, then ker  = {0}, (H ) = ¯ ˜ is true and dim V H = dim W H + dim
/H . 
V¯ (S W ), which is Z if (H) S

¯

Proof. Use the arguments of Corollary 1.2 to show that F in 
V¯ (S W ) has a non-zero S 
-equivariant extension to B K for K > H , and, replacing B H by I × B H , that any two extensionsF˜1 and F˜2 , will give rise to pairs (F, F˜1 ), (F, F˜2 ) which are
homotopic on B H B K . Thus, degE (F, F˜ ) is independent of F˜ and, if F = (1, 0), ¯ then ker  = {0}. Hence, (H, K) = (H ) = 
V¯ (S W ).  S

˜ holds, one has that Example 1.4. If dim V H = dim W H and
/H is finite, then if (H) deg(F, B H ) = |
/H | degE (F, F˜ ), hence the extension degree depends only on F and ker  = {0}. In particular, [F ] = d[F0 ], where d is the extension degree and [F0 ] is the generator constructed in Theorem 1.3. Note that if H is in J˜ of Corollary 1.2 (c), then F0 can be extended to V , such that F0 = (1, 0) on B K , for any K which is not a subgroup of H (see Remark 1.3). While, if K < H and dim V K = dim W K , one has that the fundamental cell for V K is of the form CK = CH × C⊥ where C⊥ is the fundamental cell on (V H )⊥ ∩ V K for the action of H . Then, if B⊥ is the ball in this space, one has that B K is made of |
/H | images of CH × B⊥ . Furthermore, since F0 = (1, 0) on ∂CH , one may extend F0 as (1, 0) on ∂CH × B⊥ . Then deg(F0K ; B K ) is the sum of the degrees on the |
/H | images of ∂CH × B⊥ , ˜ Then, which are all equal, due to the action of this group and hypothesis (H). deg(F0H ; B K ) = |
/H | deg(F0K ; CH × B⊥ ). This result will be used when studying the Borsuk–Ulam theorems. In general, a hypothesis which will enable us to compute (H ) and, from there, is based on the following:


SV (S W )

Definition 1.4. K > H has a complementing map in V H if there is a non-zero equivariant map F⊥ from V H ∩ (V K )⊥ \{0} into W H ∩ (W K )⊥ \{0}, with F⊥ (0) = 0. The existence of complementing maps is a non-trivial question: for instance if
acts on the above spaces as Z2 , then the Borsuk–Ulam theorem implies that dim V H ∩ (V K )⊥ ≤ dim W H ∩ (W K )⊥ . We shall elaborate further on this type of results in Section 4. Note that hypothesis (H) of §6 of Chapter 1, applied to the two spaces above, implies the existence of an explicit complementing map: see Lemma 6.2 of Chapter 1. ˜ holds on these spaces. In this case (H)

3.1 The extension problem

101

Theorem 1.4. Assume the following hypothesis: (K) Any minimal K > H has a complementing map in V H Here minimal means that adding a variable to V K , the isotropy of the new space is H . Then: (a) (H, K) ∼ = (H ). ˜ holds and dim V H = dim W H + dim
/H , then the exten(b) If furthermore, (H)  sion degree is independent of F˜ , extension of F to B K , and (H ) ∼ = Z. Proof. Consider ((1, 0), F˜ ), an of ker , that is, F˜ is a non-zero
-extension element H K of (1, 0) defined on ∂B to B . Take a minimal K (hence if K˜ > K one has ˜ B K ⊂ B K ) and its associated complementing map F⊥ . Write X in V H as (XK , X⊥ ) and define, on the cylinder B H = I × B = {(t, x), 0 ≤ t ≤ 1, &X& = max |xj | ≤ 1}, the map Fˆ (t, x) = ((1 − &X⊥ &)F˜ (t, XK ) + &X⊥ &(1, 0), (1 − &X&)t (1 − t)F⊥ (X⊥ )). It is easy to see that 1. Fˆ is
-equivariant, 2. Fˆ and F˜ coincide on B K , i.e., if X⊥ = 0, 3. Fˆ (t, X) = (1, 0) if (t, X) is on ∂B H , 4. Fˆ (t, X) = 0 on B H . The last property implies that [(1, 0), Fˆ ] = 0 in (H, K), or else [(1, 0), F˜ ] − [(1, 0), Fˆ ] = [(1, 0), G] = [(1, 0), F˜ ], where G(t, X) is given by the homotopy difference  F˜ (2t, X), 0 ≤ t ≤ 1/2 G(t, X) = Fˆ (2 − 2t, X), 1/2 ≤ t ≤ 1 (recall that all these maps have value (1, 0) for t = 0 and t = 1). Then G(t, X) is
-homotopic on B K (relative to its boundary, i.e., on ∂B K ⊂ H ∂B , the homotopy is fixed and equal to (1,0)), to (1, 0). From the equivariant Borsuk extension theorem applied to ∂B H ∪ B K , ((1, 0), G) is
-homotopic to a map ((1, 0), F˜0 ) with value (1, 0) on B K , or else, one may assume that F˜ (t, X) = (1, 0) on B K . ˜ one has already that F˜ (t, X) = (1, 0) on B K˜ , Now, if for some other minimal K, then Fˆ (t, XK˜ ) = ((1, 0)(1 − &XK˜ &)t (1 − t)F⊥ (X⊥ )), with XK˜ = XK ⊕ X⊥ and XK

102

3 Equivariant Homotopy Groups of Spheres ˜

˜

is in B K ∩ B K . Then, G(t, X) is
-homotopic to (1, 0) on B K ∪ B K (relative to their boundary), by deforming linearly the second part of Fˆ (t, XK˜ ) to 0. Thus, ((1, 0), G) ˜ is
-homotopic to ((1, 0), F˜0 ), with F˜0 = (1, 0) on B K ∪ B K .  By induction, one finds that F˜ is
-homotopic, relative to ∂B H , to (1, 0) on B K , that is ker  = {0}. Part (b) is then a consequence of Theorem 1.3. 

3.2

Homotopy groups of -maps

In this section, we shall continue our computations of the
-homotopy groups of spheres. In §1, we have considered a fixed isotropy subgroup H , with dim
/H = k. We shall now study, for a fixed k, the set of all isotropy subgroups whose Weyl group has dimension k. Definition 2.1. Denote by (k) the set of all
-homotopy classes of maps  F : ∂B H → W \{0}, for isotropy subgroups H with dim
/H = k, which have
-extensions  F˜ : B K → W \{0}, for all K with dim
/K < k. Define also by (k, k − 1) the set of
-homotopy classes [F, F˜ ]
.  Note that if F is  in (k) and F is
-homotopic to G on ∂B H , then G has also ˜ to B K , from the Borsuk extension theorem, with (F, F˜ ) being a
-extension G   ˜ on ∂B H B K . Thus, (k) and (k, k − 1) depend only
-homotopic to (G, G) on homotopy classes.  As before, one may deform F on {t = 0 or 1} B K and assume that it has value (1, 0) there. Hence, one may define group structures on (k) and (k, k − 1) which are abelian if dim V
> 1. Let  : (k, k − 1) → (k) be the restriction. Then,  is a morphism. As in Theorems 1.3 and 1.4, one has Lemma 2.1. (a) (k, k − 1) and (k) are groups (abelian if dim V
> 1). The morphism  is onto and ker  = {((1, 0), F˜ )}, where F˜ is any extension of (1, 0) to  K B , with dim
/K ≤ k − 1. (b) If every H with dim
/H = k satisfies ˜ (K)

a) Any minimal K > H has a complementing map inV H , b) H has a complementing map F⊥ in V ,

then ker  = {0}.

3.2 Homotopy groups of
-maps

103

Proof. (a) is similar to Theorem 1.3. For (b), one starts with H such that any K > H satisfies dim
/K ≤ k − 1. If ((1, 0), F˜ ) belongs to ker , then, from Theorem 1.4, one has that F˜ H is homotopic to (1, 0) on B H . However, in order to continue this homotopy for other H˜ ’s, one needs to extend the map Fˆ (t, XH ) from B H to V . This ˜ is used: replace the above map by is where part (b) of (K) Fˆ (t, XH , X⊥ ) = ((1 − &X⊥ &)Fˆ (t, XH ) + &X⊥ &(1, 0), (1 − &X&)t (1 − t)F⊥ (X⊥ )). Then, the induction argument on H , so that one has compatible extensions on intersections of B H ’s, is similar to the proof of Theorem 1.4.  Definition 2.2. If H has a complementing map F⊥ in V , then for [F ] in (H ) (or in ¯ 
V¯ (S W ), V¯ = V H , W¯ = W H ), the map S

F˜ (t, X) = (F (t, XH ), t (1 − t)F⊥ (X⊥ )), where X = XH ⊕ X⊥ , is called the suspension of F by the complementing map. The image of (H ) under this construction, which is a morphism, is a subgroup of ˜ ). 
SV (S W ) and is denoted by (H Note that the factor t (1 − t) is there only to facilitate the addition property (F (t, XH ) = (1, 0) if t = 0 or 1) and may be deformed to 1 when considering only the equivariant homotopy class of F˜ . Lemma 2.2. (a) The suspension by complementing maps is one-to-one.
(b) If [F˜j ]
= 0, where [Fj ]
is in (Hj ), then [Fj ]
= 0 for all j ’s. Proof. If [F˜ ]
= 0, then F˜ is extendable to a non-zero
-map on I × BR . Thus, F˜ H = F is also extendable, by restriction, on B H . This proves (a). For (b), if
H1 is maximal among the isotropy subgroups of the sum, with [F1 ]  = 0 and [F˜1 ]
= −[F˜j ]
, then, recalling that the homotopy sum is by superposition of the maps by rescaling t, one has, for X in V H1 , F˜jH1 (t, X) = (FjH1 (t, XHj ), t (1 − t)F⊥Hj1 (X⊥j )), that is XHj is in V H1 ∩ V Hj . If this intersection is strictly contained in V Hj , then its isotropy is larger than Hj and FjH1 extends as a non-zero
-map. While, if the intersection is V Hj , then V Hj ⊂ V H1 and H1 < Hj which contradicts the maximality of H1 . By superposing the extensions on B H1 , one would have that, by Borsuk extension theorem, F1 would have a non-zero
-extension, that is [F1 ] = 0, a contradiction.  ˜ holds for all H with dim
/H = k, then Theorem 2.1. If (K)  (k) ∼ (H ). = dim
/H =k

104

3 Equivariant Homotopy Groups of Spheres

˜ holds and dim V H ≤ dim W H + dim
/H for all H with If furthermore, (H) dim
/H = k, then (k) ∼ = Z × · · · × Z, where there is one Z for each Hj such that dim
/Hj = k and dim V Hj = dim W Hj + k. Proof. Let [F ]
be an element of (k) and Hj be a maximal isotropy subgroup, that is, dim
/Hj = k but dim
/K ≤ k − 1, for all K > Hj . Then, F Hj : ∂B Hj → ˜ holds and W \{0} is an element of (Hj ), with a well-defined extension degree if (H) H H H j j j dim V = dim W + k: in that case [F ] = dj [Fj ], where Fj is a generator for (Hj ) with  extension degree 1. Note that one may assume that F and Fj have value (1, 0) on B K , K > Hj and for t = 0 or 1. Now, for any element G in (Hj ), consider the suspension operation defined by ˜ X) = (G(t, Xj ), t (1 − t)F⊥j (X⊥j )) G(t, where X = Xj ⊕ X⊥j , with Xj in V Hj , and F⊥j is the complementing map for Hj . Then, [F ] − [F˜ Hj ] has a non-zero extension to B Hj , where [F˜ ] is the restriction from 
SV (S W ) to (k). One may do the same procedure for each such maximal Hj since we know that, on V Hi ∩ V Hj , the isotropy subgroups K have dim
/K < k and there all maps are assumed to be (1, 0). Let  [F˜ Hj ] [F1 ] = [F ] − where the sum is taken over all maximal Hj ’s. Note that, at this stage, dj are uniquely determined by F Hj = F |B Hj . Note also  that, from the analogue of  Lemma  2.1, one may assume F1 = (1, 0) on B Hj and  that the homotopy type on ∂B H B K B Hi is unchanged by this assumption. Take then H , with dim
/H = k and for all K > H , either dim
/K < k or K = Hj for some of the preceding Hj ’s. Then, the map F1H defines an element of (H ), which is dH [F˜H ] in the particular case of the theorem, where FH is the generator for (H ) and F˜H its suspension by F⊥H . Clearly, [F1 ]−[F˜1H ] is extendable to B H . One may perform the
same construction for allH ’s with these characteristics and conclude that [F1 ] − H [F˜1H ] is extendable to B H . Note again that [F˜1H ] is completely and uniquely determined by [F ]. In the particular case, [F˜1H ] = dH [F˜H ] has a unique extension degree dH . One may go on to the next stages of isotropy subgroups, arriving finally at  [F˜jH ] = 0 [F ] − j,H

˜ and a unique extension in (k), with [F˜jH ] = dH [F˜H ] in the particular case of (H) H degree dH . The set of [F˜j ]’s is uniquely determined by [F ] and the step by step construction. Note that, from the construction, Fj is (1,0) on the previous stage of isotropy subspaces, in particular [F˜jH ] belongs to (k).

3.2 Homotopy groups of
-maps

105

Conversely, if [F ] is in (H ), with F˜ (t, X) = (F (t, XH ), t (1 − t)F⊥ (X⊥ )), then K ˜ F (t, XK ) = (F K (t, XH ), t (1−t)F⊥K (X⊥ )). Then, if V H ∩V K is strictly contained in V H , the map F K is non-zero on B K ∩ B H and F˜ K is non-zero on B K . While, if V H ∩ V K = V H and K  = H , one has K < H and dim
/K ≥ dim
/H . Thus, in this case, one cannot have dim
/K < k and dim
/H = k. That, is [F˜ ] is in (k).  Let now M be the morphism from (H ) into (k) given by M([F H1 ], . . . , [F H ], . . . ) =



[F˜ Hj ],

which is well defined from the previous argument. Furthermore, from Lemma 2.2, M is one-to-one and onto, due to the construction. In the particular case, recall, from Theorem 1.1, that (H ) = 0 if dim V H < dim W H + k and (H ) ∼ = Z if one has equality of dimensions (Theorem 1.4 (b)).  In order to continue with the study of 
SV (S W ) it is natural to keep up with the ordering begun with (k).  Definition 2.3. Let k be the set of all
-homotopy classes of maps F : ∂B H → W \{0}, for all H with dim
/H ≤ k. It is clear that k is a group (abelian if dim V
> 1) and that (k) is a subgroup of k . ˜ holds for all H with dim
/H = k, then Theorem 2.2. If (K) (a) k ∼ = k−1 × (k). (b) If moreover, dim V L < dim W L + dim
/L, for all L with dim
/L > k, then 
SV (S W ) ∼ = k . Proof. Let P∗ : k → k−1 be the restriction map. We shall show that P∗ is onto and that ker P∗ = (k). Let then [F ] be an element of k−1 . Take a minimal K, i.e., with dim
/K = k−1 and dim
/H = k for any H < K. Consider the suspension F˜K of F K (first to some H with dim
/H = k and then by F⊥ ). Clearly, [F ] − P∗ [F˜K ] is deformable to (1, 0) on ∂B K . Hence, by the equivariant Borsuk theorem, the above difference is
-homotopic in k−1 to a map Fˆ which has value (1, 0) on ∂B K and can be extended as (1, 0) on B K . Let K˜ be another minimal isotropy subgroup and consider the suspension F˜K˜ of Fˆ . Then, F˜K˜ |B K = ((1, 0), t (1 − t)F⊥ (X⊥,K˜ )), thus, [Fˆ ] − P∗ [F˜K˜ ] is deformable ˜

to (1, 0) on ∂B K ∪ ∂B K and the difference may be replaced by a map with this value on these two spheres.

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3 Equivariant Homotopy Groups of Spheres


By performing this operation on all minimal K’s, we arrive at [F ] − P∗ [F˜K ], which is deformable to (1, 0) on ∂B K , for all K’s, hence zero in k−1 . That is,  [F ] = P∗ [F˜K ]. ˜ ˜ Or
else, from the equivariant Borsuk theorem, F has an extension F with [F ] = [F˜K ] and [F ] = P∗ [F˜ ]. Note that F˜ depends on the chosen order for the minimal K’s (and on the complementing maps) however, for a given choice, it is easy to see ˜ are
-homotopic, that [F˜K ] are uniquely that if F is
-homotopic to G then F˜ and G determined by this choice and that this construction sends sums into sums, i.e., that it is a morphism. Let now [F  ] in k be such that P∗ [F ] = 0. Then, F is extendable to a nonzero
-map on B K for K with dim
/K ≤ k − 1. That is, [F ] belongs to (k). Conversely,  if [F ] belongs to (k), then one may assume, from Lemma 2.1, that F [F ] = 0 and ker P∗ = (k). restricted to B K , dim
/K ≤ k −1, is (1, 0). Thus, P∗
] = P∗ [F˜K ] and the difference In
general, if [F ] is an element of k , let P∗ [F
[F ] − [F˜K ] belongs to ker P∗ , i.e., is of the form [F˜jH ], from Theorem 2.1. Thus, [F ] =



[F˜K ] +



[F˜jH ],

where the first sum is on the minimal K’s with dim
/K = k − 1 and F˜jH are the generators for (k). Note that all these maps are defined in 
SV (S W ), although the equality is in k . Under the hypothesis of (b), let [F ] be an element of 
SV (S W ) and let Pk [F ] be the class on k , where Pk is the map induced by this restriction. Then

of its restriction [F ] − [F˜K ] − [F˜jH ] ≡ [G] is such that Pk [G] = 0, that is Pk+1 [G] belongs to (k + 1). But, from the dimension hypothesis, (k + 1) = 0 = (k + l) for any l ≥ 1 by Corollary 1.2. Hence, the
-homotopy of Pk [G] extends to a
-homotopy of G on I × BR .  Remark 2.1. Under the hypothesis of Theorem 2.2, consider the set of H ’s, with dim
/H =
k, which are minimal. As in the proof of Theorem 2.2, one obtains that [F ] = Pk [F˜H ], for any F in k and Pk is the above morphism induced by restriction to k . Hence, Pk is onto.
On the other hand, if [F ] belongs to 
SV (S W ), then Pk [F ] = Pk [F˜H ] =

Pk [F˜K ] + Pk [F˜jH ], from Theorem 2.2. An easy induction argument leads to ˜ holds for all isotropy subgroups, then Theorem 2.3. If (K)  ˜ 
SV (S W ) ∼ (H ), = H

˜ where (H ) stands for the suspension by the corresponding complementing map.

3.2 Homotopy groups of
-maps n

107

n

Corollary 2.1. Let
˜ =
/T n , V˜ = V T , W˜ = W T , then the following holds. ˜ and (K) ˜ hold for all H ’s with dim
/H = 0 and if, for all H , one has (a) If (H) H dim V ≤ dim W H , then ˜ ˜ 
SV (S W ) ∼ = 
V˜ (S W ) ∼ = Z × · · · × Z, S

H H with one
Z for each H with dim
/H = 0 and dim V = dim W . One has [F ] = dH [F˜H ], where dH is the extension degree and F˜H is the generator suspended by its complementing map.

˜ and (K) ˜ hold for all H ’s with dim
/H = 1 and if, for all H , one has (b) If (H) dim V H ≤ dim W H + 1, then ˜ S

˜


SV (S W ) ∼ = 
V˜ (S W ) × Z × · · · × Z, H W H + 1. One with one Z for each
H with dim
/H = 1 and dim V = dim n T ˜ ˜ ˜ has [F ] = [F ] + dH [FH ], where F is the suspension of F .

Proof. (a) is an immediate consequence of Theorems 2.2 and 1.4 (b), while, for (b), one needs to recall, from Lemma 2.1 of Chapter 1, that V˜ corresponds to all points ˜ ˜ with isotropy H with dim
/H = 0, hence 0 = 
V˜ (S W ). Since [F ] − [F˜ ], where S n F˜ is the suspension of F T by its complementing map, is in (1), one obtains the result.  ˜ is clearly satisfied, with complementing Example 2.1. If V = Rk × W , then (K) ˜ is also satisfied. maps which are the identity on (V H )⊥ . The hypothesis (H) Hence, one may apply Theorems 2.2 and 2.3. In particular, since dim V H = k + dim W H < dim W H + dim
/H , provided dim
/H > k. Then, 
SV (S W ) =  ˜ (H ) for H with dim
/H ≤ k. Thus, only the orbits of dimension less than or equal to k count topologically. Furthermore, 
SV (S W ) = k−1 × Z × · · · × Z, with one Z for each H with dim
/H = k. Our last result in this section relates 
SV (S W ) to 
SV0 (S W0 ), where V0 = V H0 , W0 = W H0 for some isotropy subgroup H0 of
. This point will be important for symmetry breaking. ˜ holds for all isotropy subgroups. Let H0 be an isotropy Theorem 2.4. Assume (K) subgroup of
, let V0 = V H0 , W0 = W H0 and denote by P0 the morphism from 
SV (S W ) into 
SV0 (S W0 ) induced by restricting the
-maps to V0 . Then P0 is onto and    [F˜H ]
= [F˜HH0 ]
, P0 H

˜ ). where F˜H is in (H

H >H0

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3 Equivariant Homotopy Groups of Spheres

Proof. Let F⊥H (X⊥H ) be the complementing map for V H . Then, if [F0 ] is in 
SV0 (S W0 ), one has that [F0 , F⊥H0 ] is in 
SV (S W ) and P0 is onto. Furthermore, F⊥H is a non-zero
-map from (V H )⊥ ∩ V0 \{0} into (W H )⊥ ∩ W0 , for any H > H0 , by Property 3.2 of Chapter 1. Thus, (F⊥H )H0 is a complementing map on V0 and one ˜ on V0 . has hypothesis (K) From Theorem 2.3, one has  [F˜H ], [F ] = H

 where [F˜H ] = [FH , F⊥H ] and [FH ] in (H ), i.e., FH (X) is non-zero on B K for K > H . From the definition of the homotopy sums and the above Property 3.2 of Chapter 1, one obtains  H [FH 0 , (F⊥H )H0 ]. [F H0 ] = H

If H0 is not a subgroup of H , then V H0 ∩ V H is a strict subspace of V H , with isotropy strictly larger than H , hence FHH0  = 0 on B H0 and [FHH0 , (F⊥H )H0 ] = 0.  The other H ’s, with H0 < H , will give the result.

3.3

Computation of -classes

Although the preceding results may be appealing, the construction of the isomorphisms is involved and requires a step by step extension process on the subspaces V H , for decreasing H ’s. So the problem  is the following: given a
-map F , how does one compute its decomposition on (H )? On one hand FH , in (H ), is not the restriction of F to V H , except for the first steps in the construction and, on the other hand, we have given formulae only for the extension degree, i.e., when dim V H = dim W H + dim
/H . In this section, we shall give partial answers to these two problems: constructing a new map, a “normal map” for which the restriction argument is valid and, when hypothesis (H) holds, explicit generators for the “free” part of 
SV (S W ) with an explicit way of computing the extension degrees via Poincaré sections. Definition 3.1. We shall define an order on the set, Iso(V ), of isotropy subgroups of
on V , by denoting them by H1 , . . . , Hm in such a way that if Hi > Hj , then i < j , i.e., in decreasing order. Thus, H1 =
, Hm is the isotropy of V and the elements of (k − 1) come before those of (k). ˜ holds for all H in Iso(V ), In this section we shall assume that hypothesis (K) that is, decomposing V as V H ⊕ V⊥H , W as W H ⊕ W⊥H , one has a complementing
-map FH⊥ , from V⊥H into W⊥H with its only zero at 0. We shall assume that these complementing maps are compatible, i.e., that FH⊥ |V⊥K = FK⊥ |V⊥H .

3.3 Computation of
-classes

109

This will be the case for V = Rk × W , since FH⊥ is the identity, or when one has hypothesis (H) for U and W with V = Rk × U (see below). Write X = XH ⊕ X⊥H and F = (F H , F⊥H ). Lemma 3.1. For a fixed H , any map F in 
SV (S W ) is
-homotopic to a map F˜ (t, X) = (F H (t, X), F˜⊥H (t, X)), such that F˜⊥H (t, X) = FH⊥ (X⊥H ) if &X⊥H & ≤ ε, for ε small enough. Proof. Let 8H : V⊥H → R+ be defined as a non-increasing function of &X⊥H &, with value 1 if &X⊥H & ≤ ε and value 0 if &X⊥H & ≥ 2ε. Let   F˜ (t, X) = F H (t, X), (1 − 8H (X⊥H ))F⊥H + 8H (X⊥H )FH⊥ (X⊥H ) . Since F⊥H = 0 if X⊥H = 0 (Property 3.2 of Chapter 1), one has an ε such that F H (t, X) = 0 if (t, X) is in ∂(I × BR ) and &X⊥H & ≤ 2ε. Hence, F˜ is non-zero on ∂(I × BR ) and, replacing 8H by τ 8H , it is easy to see that F˜ is
-homotopic to F .  Definition 3.2. A map F˜ in 
SV (S W ) will be called a normal map if for all H ’s, one has F˜⊥H (t, X) = FH⊥ (X⊥H ), if &X⊥H & ≤ ε. Lemma 3.2. Any F in 
SV (S W ) is
-homotopic to a normal map F˜ . Proof. Arrange the isotropy subgroups in decreasing order : H1 =
, . . . , Hm is the isotropy of V . For W , decomposed as W Hj ⊕ W⊥Hj , we shall write any map G as (Gj , G⊥j ). Starting from F0 = F , define the sequence of maps  j +1  ⊥j +1 Fj +1 = Fj , (1 − 8j +1 )Fj + 8j +1 Fj⊥+1 , where 8j +1 = 8Hj +1 and Fj⊥+1 is the complementing map for Hj +1 . From Lemma 3.1, Fj +1 is
-homotopic to Fj and, by induction, to F in 
SV (S W ). The last map, for j + 1 = m, will be the map F˜ . Assume, by induction, that if i ≤ j , then Fj⊥i = Fi⊥ whenever &X⊥i & ≤ ε (this ⊥j

⊥j

is clearly true for i = j , since Fj = (1 − 8j )Fj −1 + 8j Fj⊥ ). Notice that the compatibility conditions on the complementing maps say that (Fi⊥ )⊥j = (Fj⊥ )⊥i . Furthermore, from the projections, for any map G, one has (Gi )⊥j = (G⊥j )i and (G⊥i )⊥j = (G⊥j )⊥i . Then,   j +1 ⊥i ⊥j +1 ⊥i Fj⊥i ) , (1 − 8j +1 )(Fj ) + 8j +1 (Fj⊥+1 )⊥i +1 = (Fj   = (Fj⊥i )j +1 , (1 − 8j +1 )(Fj⊥i )⊥j +1 + 8j +1 (Fi⊥ )⊥j +1 .

110

3 Equivariant Homotopy Groups of Spheres

Hence, using the induction hypothesis, one has, for &X⊥i & ≤ ε:  ⊥ j +1  , (1 − 8j +1 )(Fi⊥ )⊥j +1 + 8j +1 (Fi⊥ )⊥j +1 Fj⊥i +1 = (Fi )  = (Fi⊥ )j +1 , (Fi⊥ )⊥j +1 = Fi⊥ . Thus, for j = m, one has F˜ ⊥i = Fi⊥ provided &X⊥i & ≤ ε, i.e., F˜ is a normal map.  For a normal map one may compute the decomposition of [F˜ ] onto from restrictions to V H , in the following way:



(H ),

˜ holds for all H , with the compatibility conditions on Theorem 3.1. Assume that (K) the complementing maps. Let F , in 
SV (S W ), be
-homotopic to a normal map F˜ , with an associated ε. Let BεK be an ε-neighborhood of  B K in V and let ϕH be an H H invariant Uryson function on B with value 0 in B \ K>H BεK and value 1 on  K K>H B . Let s be in [0, 1], then, up to one suspension, one has [2s − 1, F (t, X)] = Q[2s + 2ϕH (t, XH ) − 1, F˜ H (t, XH ), FH⊥ (X⊥H )], independently of F˜ . Proof. Note first that the left hand side is deg
(F ; I × BR ), from the suspension ˜ property 2.4 of Chapter 2. Furthermore, each term on the right hand side is in (H ), where V has been replaced by I ×V , with s in I = [0, 1]. Then, if one has two normal maps homotopic to F , one may choose a common ε, their restriction to B H will be
-homotopic and, from Lemma 2.2 (b), the decomposition will be unique. Note that,
, the sum is commutative. since (s, t) is in (I × V )  H Now, the sets Bε \ K>H BεK = Aε,H have disjoint interiors and cover all of I × BR , as it is easily seen. Furthermore, F˜ is non-zero on their boundary. Thus, up to one suspension, one has  deg
(F˜ ; AεH ). deg
(F˜ ; I × BR ) = On AεH , F˜ (t, X) = (F˜ H (t, X), FH⊥ (X⊥H )), where FH⊥ has its only zero at X⊥H = 0. Hence, by excision deg
(F˜ ; AεH ) = deg
((F˜ H , FH⊥ ); I × BR ). In F˜ H (t, X), one may deform X to XH , as well as in ϕH and one gets the result.  We shall continue our more detailed description of 
SV (S W ) by recalling hypothesis (H): see Section 6 of Chapter 1. We shall assume that V = Rk × U and that U and W satisfy (H),

3.3 Computation of
-classes

111

i.e.: (H) For all isotropy subgroup H and K for U , one has dim U H ∩ U K = dim W H ∩ W K . Or equivalently (Lemma 6.2 of Chapter 1): (a) dim U H = dim W H (b) There is a
-equivariant map: (x1 , . . . , xs ) → (x1l1 , . . . , xsls ), from U into W , where lj are integers and x l , for negative l, means x¯ |l| (lj = 1 on U
and on the real representations of
). ˜ holds. From the dimension hypothesis, if a coordinate xj is not Furthermore, (H) lj H ˜ holds for all H and the in U , then xj is not in W H and is a piece of FH⊥ . Thus, (K) complementing maps are compatible. Theorem 3.2. If V = Rk × U , where U and W satisfy (H), then 
SV (S W ) ∼ = k−1 × Z × · · · × Z, with one Z for each H with dim
/H = k. Moreover, [F ]
= [F˜ ]
+



dH [F˜H ]
,


where [F˜ ] = [F˜K ] is constructed from Pk−1 [F ], the restriction of [F ] to k−1 and ˜ ) and the suspension from the suspensions of Theorem 2.2, and where [F˜H ] is in (H of FH with extension degree 1. Proof. It is enough to use Theorems 2.2, 2.3, Remark 2.1 and Example 2.1



The generator FH was proved to exist in Theorem 1.3. We shall give an explicit form, in case (H) holds. Let H be an isotropy subgroup with dim
/H = k. Let V
∼ = Rk × U
be
⊥ H generated by (t, λ1 , . . . , λk , X0 ), with t in [0, 1]. On (V ) ∩ V , we shall build the fundamental cell CH , by choosing first z1 , . . . zk , with kj = ∞ and isotropy H0 , then xk+1 , . . . , xm , with xj complex and kj finite, and finally y1 , . . . , yr with yj in R and kj = 1 or 2. Define the following invariant polynomials: k

(a) For k + 1 ≤ j ≤ m: Pj = Pj (x1 , . . . , xj ) = x1α1 . . . xj j , as given in Lemma 6.3 of Chapter 1, and x1 = z1 , . . . , xk = zk . (b) For 1 ≤ i ≤ r, Qi = Qi (yi ) = yi2 if ki = 2, or 2 if ki = 1.

112

3 Equivariant Homotopy Groups of Spheres

Since
acts on yi as Z2 , Qi is invariant. Define, on I × BR , with R > 1:    FH (t, XH ) = 2t + 1 − 2 yj2 , X0 , (λ1 + i(|z1 |2 − 1))zll1 , |xj |2 (λ2 + i(|z2 |2 − 1))z2l2 , . . . , (λk + iε(|zk |2 − 1))zklk ,

 lk+1 lm , . . . , (Pm + 1)xm , (Q1 − 1)y1 , . . . , (Qr − 1)yr . (Pk+1 + 1)xk+1

In |xj |2 , one has all j ’s between 1 and m, while in yj2 one has only those yj with kj = 2. The factor ε is (−1)k(k−1)/2+k dim X0 . The order of the components has been taken to be that of the fundamental cell so that the notation is lighter. In fact, they should appear in their natural place. Note that, if Hm is the isotropy of V , one has dim U = dim W Hm , but W could be larger. However, any
-map on V will have its range in W Hm . l The map F˜H is given by suspending FH by xjj for the remaining xj ’s. Theorem 3.3. The map FH generates (H ), i.e., it has extension degree 1. For any integer dH , one may give a map F in (H ) with extension degree dH . Proof. The zeros of FH in I × BR are for X0 = 0, λ1 = · · · = λk = 0, |z1 | = · · · = |zk | = 1, yj2 = 1 if kj = 2 and yj = 0 if kj = 1, and |Pj | = 1. Since Pj k

ends with xj j , one may solve iteratively the relations |Pj | = 1 for |xj | = 1, since |z1 | = · · · = |zk | = 1. Then, t = 1/2. Then, on a zero of FH , one has |zj | = 1, and, for all j ’s, |xj | = 1. In particular, any zero, in I × BR , has isotropy H and FH |B K  = 0 for any K > H , that is FH defines an element of (H ).

Furthermore, on Bk = B H ∩ {zj > 0 for j = 1, . . . , k}, there are exactly kj zeros, since for x1 , . . . , xj −1 fixed, the relation Pj + 1 = 0 is solvable for kj values of xj . By changing Pj + 1 to Pj + ηj , with |ηj | = 1, one may choose the phases of ηj iteratively so that none of the zeros is on ∂CH , that is, there is only one zero X0 inside CH , with a well defined extension degree. In order to compute the extension degree, recall that for zl = · · · = zk = 1, the only solution in CH of Pj + ηj = 0 is for xj = xj0 . Perform then the following sequence of deformations: l

1. Replace zj by τ + (1 − τ )zj in zjj and in |zj | in the first component, for j = l

1, . . . , k. Replace xj by τ xj0 + (1 − τ )xj in xjj and in |xj | in the first component, for j = k + 1, . . . , m. For kj = 2, replace yj by τ + (1 − τ )yj in the term (yj + 1)yj and in yj2 in the first component. One arrives at the map, deforming zj2 − 1 to zj − 1, (2t − 1, X0 , λ1 + i(z1 − 1), . . . , λk + iε(zk − 1), Pj + ηj , yj − yj0 ).

3.3 Computation of
-classes α

113

k

j −1 xj j , one may deform, linearly in CH , xi to xi0 for i < j , 2. In Pj = x1α1 . . . xj −1 arriving at (xj − xj0 )Rj (xj ), where Rj (xj ) is a polynomial of degree kj − 1 with no zeros in CH , hence deformable, via Rj ((1 − τ )xj + τ xj0 ), to a constant complex number, which can be deformed to 1.

By the product theorem for the Brouwer degree, the degree of the part (2t −1, xj − xj0 , yj − yj0 ) being 1, one has to compute the degree of the map (λ1 , . . . , λk , X0 , z1 , . . . , zk ) → (X0 , λ1 , z1 − 1, λ2 , z2 − 1, . . . , λk , ε(zk − 1)). The number of necessary permutations to bring (λ1 , . . . , λk , X0 , z1 , . . . , zk ) into (X0 , λ1 , z1 , λ2 , z2 , . . . , λk , zk ) is k dim X0 +k(k−1)/2. This proves that the extension degree is 1. For the second part of the theorem, replace λk +iε(|zk |2 −1) by (λk +iε(|zk |2 −1))d , d , with the where zd , with d negative, means z¯ |d| . One may also replace Pk+1 by Pk+1 same convention on negative powers meaning conjugation. While, if there are no complex coordinates (hence k = 0) and r ≥ 2 then, if |
/H | > 2, take two y’s say y1 and y2 , with k1 = k2 = 2, and replace (Q1 − 1) and (Q2 − 1) by the real and imaginary parts of (y12 − 1 + i(y22 − 1))d respectively. On the other hand, if |
/H | = 2 and k1 = 2, with kj = 1 for j > 1, replace the first three components by (2t + 1 − 2y12 y22 , y1 Re(y12 − 1 + i(y1 y2 − 1))d , y2 Im(y12 − 1 + i(y1 y2 − 1))d ), which gives an extension degree d, or replace the first two components by (Re(2t + 1 − 2y 2 + i(y 2 − 1))d , y Im(2t + 1 − 2y 2 + i(y 2 − 1))d ). In all cases,  it is easy to see that the maps are equivariant and of degree d on CH . For the case
= S 1 , several other hypothesis were given in [IMV2, Chapter 3]. Remark 3.1. In Theorem 3.1, we have seen that the generator is unique up to conjugations. Let us make this dependence more precise: assume that, in V H , one has z1 , . . . , zs and z1 , . . . , zs such that the action on zj is the conjugate of that of
on zj . Assume that one has constructed two fundamental cells C and C  , where zj > 0 for C and zj > 0 for C  . Then, one has two generators F and F  . l

l 

The map F will have terms of the form ((λj + iεj (|zj |2 − 1))zjj , (zj zj + 1)zj j ), while F  will have zj and zj interchanged. The components which do not concern z1 , . . . , zs , z1 , . . . , zs may be chosen equal for both maps. On C the map F , as a map from (λj , Re zj , Re zj , Im zj ) has degree 1 (from the choice of εj : this piece of the map contributes εj ). While on C  , the map F , as a map from (λj , Re zj , Im zj , Re zj ), is deformable to (λj , εj (|zj |2 − 1), Re zj Re zj + 1, Re zj Im zj ), near the zero zj = −1, zj = 1, and to (λj , −εj (Re zj + 1), 1 − Re zj , Im zj ), with a contribution of −εj to the degree. Thus, on C  , the map F has extension degree (−1)s and [F ]
= (−1)s [F  ]
.

114

3 Equivariant Homotopy Groups of Spheres

It is easy to see that, if a pair (zj , zj ) has kj < ∞, then the generator is independent of the order one has taken for C. The last part of this section concerns Poincaré sections, as defined in Definition 1.1, which will enable us to compute the dH ’s for a certain class of maps, by relating them to usual Brouwer degrees. Theorem 3.4. Assume V = Rk × U , where U and W satisfy (H). Let z1 , . . . , zk with isotropy H0 , with dim
/H0 = k and global Poincaré section Bk = {(t, X) in I × BR , with zj ≥ 0, for j = 1, . . . , k}. Then, if F : I × BR → R × W , is a
-map which is non-zero on ∂(I × BR ) ∪ ∂Bk , one has  dH [F˜H ]
, [F ]
= H ≤H ≤H0

where H is the torus part of H0 (see Lemma 2.6 of Chapter 1, hence dim
/H = k). Furthermore, for each H in the above sum, one has  βH K dK |H0 /K|, deg(F H ; BkH ) = H ≤K≤H0

(i.e., an equivariant where, if (x1l1 , . . . , xsls ) is the complementing map of V K in V H lj . In particular, map from (V K )⊥ ∩ V H into (W K )⊥ ∩ W H ), then βH K = βH H = 1. Proof. Note first that if F is non-zero on ∂Bk , it is also non-zero on ∂(I × BR ) due to the action of
/H0 (see Lemma 1.1). Furthermore, for any isotropy subgroup H , F H is a non-zero map from ∂BkH into W H . If H < H < H0 , then V H contains z1 , . . . , zk and since dim
/H = k, the spaces BkH and W H have the same dimension and deg(F H ; BkH ) is well defined. Now, if K is not a subgroup of H0 , in particular, if dim
/K < k, then zj = 0 for some j = 1, . . . , k, in V K . This implies that F K  = 0,
in particular, [F ]
is in (k) and [F˜ ]
= 0, as given in Theorem 3.2. Then, [F ] = dH [F˜H ]. For such a K one has, from Theorem 2.4,  dH [F˜HK ]. 0 = [F K ] = K
From Lemma 2.2 and Theorem 2.4, one gets that dH [F˜HK ] = 0 = dH [FH , FH⊥K ], since V H ⊂ V K . Since FH⊥K is a complementing map for V H in V K and this suspension is one-to-one (Lemma 2.2 (a)), one has dH = 0 for all H ≥ K. Since H is the unique smallest isotropy subgroup, with a Weyl group of dimension k contained in H0 , the above sum is reduced to those H ’s between H and H0 :  dH [F˜H ]
. [F ]
= H
3.3 Computation of
-classes

115

Let V0 = Rk ×V H ∩Bk , W0 = W H . Then, from Lemma 1.1, we know that H0 acts as a finite group on V0 . The isotropy subgroups for that action are exactly those H ’s with H < H < H0 , since H0X =
X ∩H0 . Furthermore, one has dim V0H = dim W H l

and {xjj } gives, for xj different from z1 , . . . , zk , complementing maps. Thus, one has property (H) for V0 . Moreover, CH is also the fundamental cell for the action of H0 on V0H (see Lemma 1.1) and, the generators FH of Theorem 3.3 have extension degree 0 equal to 1, one may choose FH |Bk as the generators for H (S W0 ). Applying the S V0 0 above argument to H0 and F |V0 , which gives an element of H (S W0 ), one has S V0

[F 0 ]H0 =



H ≤H ≤H0

 ˜0 dH [FH ]H0 ,

where F 0 stands for F |V0 . This equality means that one has an H0 -homotopy F 0 (τ, X) on ∂(Bk ∩ V0 ) from the left-hand side to the right-hand side. From by the
Lemma 1.1,  [F˜ ] : action of
/H0 , one may lift this homotopy between F (X) and H
but, from Theorem 2.4, [F H ]
has the same decomposition, with dH instead. From  = d . Since, Lemma 2.2, one has dH H  [F 0H ]H0 = dK [F˜K0H ]H0 , H ≤K≤H0

which is a homotopy on ∂(Bk ∩ V0 ), the two sides have the same Brouwer degree, for which the sum operation is an isomorphism, i.e., the degree of a topological sum is the sum of the degrees. Since F˜K0H = (FK0 , FK⊥H ), one has, from Theorem 3.3, that    kj deg(F˜K0H ; BkH ) = lj = |H0 /K|βH K , using Theorem 1.2. This finishes the proof of the theorem.  Remark 3.2. The passage through H0 may seem, at first sight, unnecessary. The point is that a
-homotopy on S V does not imply an H0 -homotopy on ∂Bk , since, even if the two maps are non-zero on ∂Bk , the
-homotopy may have zeros, when one zj is 0. In Lemma 1.1, we have proved that this can be fixed for (H ), and the  ˜ summation formulae, for [F 0 ]H0 and [F H ]
, extend this property to (H ). Now, if H < H0 , one has dim V H ∩ Bk = dim W H , and if H is not a subgroup of H , then in V H one has coordinates of (V H )⊥ , if H is not the isotropy of V . From the definition of the torus part of H0 , this implies that dim H0 /H > 0. From Theorem 2.2 (b), one has H0 W ∼ W0 0 H ∂Bk (S ) = 0 = S V0 (S ).

116

3 Equivariant Homotopy Groups of Spheres

In particular,



[F |Bk ]H0 = [F 0 ]H0 =

H ≤H ≤H0

dH [F˜H0 ]H0 .

Remark 3.3. Consider the map F˜ = (F H , FH⊥ ), where FH⊥ , from (V H )⊥ into

(W H )⊥ , has degree lj , coming from the complementing map. Then F˜ is nonzero on ∂Bk , F˜ H = F H for H < H < H0 , thus, deg(F˜ H ; BkH ) = deg(F H ; BkH ). Hence the two maps have the same set of
-degrees, i.e., the same dH ’s, by inverting the relations of the Brouwer degrees (see below). That is, [F ]
= [F˜ ]
. Furthermore, the preceding remark implies that [F |Bk ]H0 = [F˜ |Bk ]H0 , thus   lj .

deg(F |Bk ; Bk ) = deg(F˜ |Bk ; Bk ) = deg(F H |Bk ∩V H ; Bk ∩ V H ) So,



deg(F |Bk ; Bk ) =

βH H dH |H0 /H |,

H ≤H ≤H0

independently of F on (V H )⊥ . Corollary 3.1. Ordering the subgroups H with H < H < H0 , as in Definition 3.1, the relations of Theorem 3.4 may be expressed in the form   deg(F H0 ; BkH0 ) 1   .  .   .  ..   .     deg(F Hi ; B Hi )  =   βi1  k     .. ..    .   .  H βs1 deg(F H ; B ) 

k

|H0 /Hj | .. . βsj |H0 /Hj |

  d0 0   ..   ..  .  .     0  dj    ..   ..  .  .  |H0 /H | ds

with βij = βHi Hj , dj = dHj . This triangular matrix, since βij is non-zero if and only if Hi < Hj , in particular i > j , is invertible. Hence, the dj ’s are completely determined by the Brouwer degrees on the left. One may use the Möbius inversion formula to get a compact expression for the inverse. Note that βij = 1, if Hi < Hj , for V = Rk × W . Example 3.1. Consider the action of Z2 ×Z2 on R×R3 given by (t, γ1 x, γ2 y, γ1 γ2 z), with γ12 = Id, γ22 = Id. One has the following information.

3.3 Computation of
-classes

VH

Isotropy H H0 H1 H2 H3 H4

= Z2 × Z2 = Z2 × {1} = {1} × Z2 = {(1, 1), (−1, −1)} = {(1, 1)}

CH

(t, 0, 0, 0) (t, 0, y, 0) (t, x, 0, 0) (t, 0, 0, z) (t, x, y, z)

(t, 0, 0, 0) (t, 0, y > 0, 0) (t, x > 0, 0, 0) (t, 0, 0, z > 0) (t, x > 0, y > 0, z)

F˜H

|
/H | 1 2 2 2 4

117

(2t (2t (2t (2t (2t

− 1, x, y, z) + 1 − 2y 2 , x, (y 2 − 1)y, z) + 1 − 2x 2 , (x 2 − 1)x, y, z) + 1 − 2z2 , x, y, (z2 − 1)z) + 1 − 2x 2 y 2 , (x 2 − 1)x, (y 2 − 1)y, z)

Since B0 = I × BR , any map in 
SV (S V ) can be written as [F ] =

4 

dj [F˜j ],

0

and, if ij is the degree of F on B Hj , one obtains    1 i0 i1  1       i2  = 1    i3  1 i4 1

0 2 0 0 2

0 0 2 0 2

0 0 0 2 2

  0 d0   0   d1     0 d2    0   d3  d4 4

In particular, deg(F ; I ×BR ) = deg(F
; I )+2p, a Borsuk–Ulam result. For instance, if F (t, x, y, z) = (2t − 1, −x, −y, −z), one has i0 = d0 = 1, ij = −1 = dj for j = 1, 2, 3, i4 = −1 and d4 = +1. Example 3.2. Assume V = Rk × W , Then βH K = 1 if H ≤ K and 0 otherwise. Define the following Möbius function: µH H = 1 

− H ≤L
if H < K otherwise.

118

3 Equivariant Homotopy Groups of Spheres

Thus, µH K is integer-valued and can be computed iteratively. Then, if  |H0 /K|dK , iH = H ≤K≤H0



one has |H0 /H |dH =

µH K iK .

H ≤K≤H0

In fact, if one writes iK =



δKL |H0 /L|dL ,

L

with δKL = 1 if K ≤ L ≤ H0 and 0 otherwise, the substitution in the formula for |H0 /H |dH gives      µH K δKL |H0 /L|dL = µLK δKL |H0 /L|dL , H ≤K K≤L

H ≤L

H ≤K≤L

where one has changed the order of the sums. Since strict subgroup of L, one obtains the result. In the preceding example, the µH K ’s  1 0 −1 1  −1 0  −1 0 2 −1




H ≤K≤L µH K

= 0, for H a

give the matrix  0 0 0 0 0 0  1 0 0  0 1 0 −1 −1 1

In many examples iH corresponds to the index of an isolated solution, i.e., to the sign of the determinant of AH , where A is an H0 -equivariant matrix: see Property 3.4. and Theorem 5.3 of Chapter 1. That is, iH = ±1 for all H ’s. One has the following: Proposition 3.1. Assuming V = Rk × W and iH = ±1 for all H ’s, with H ≤ H ≤ H0 , for a map satisfying the conditions of Theorem 3.4, then dH = 0 if V H has a coordinate where H0 acts as Zm , m ≥ 3, dH0 = iH0 , dHj = (iHj − iH0 )/2, for all maximal Hj ’s, with H0 /Hj ∼ = Z2 , dH and iH are completely determined by iHj , the above Hj ’s, for all H ’s not included in the above list. Proof. Let V˜ be the subspace of V where H0 acts trivially or as Z2 , i.e., V˜ corresponds to the “real” representations of H0 . Let H˜ be the isotropy of V˜ . Then any γ in H0 is such that γ 2 belongs to H˜ , since the action of H0 on a “real” coordinate is by ±1. ˜ Thus, H0 /H˜ ∼ = Z2 × · · · × Z2 and one cannot have a “complex” coordinate in V H ,

119

3.4 Borsuk–Ulam results

i.e., with an action of H0 as Zm , with m ≥ 3: any generator γ of Zm would need to ˜ have γ 2 in H˜ , hence, if that coordinate would be in V H , one has m = 2. That is, ˜ V H = V˜ . Let H be such that V H contains at least one complex coordinate. Then,   iH = |H0 /K|dK + |H0 /K|dK + |H0 /H |dH , H
H˜ ≤K≤H0 H ≤K

where the first sum is on the real coordinates of V H , with isotropy Hˆ , hence equal to iHˆ . The second sum is over those isotropy subgroups K, different from H , with V K containing at least one complex coordinate. Assume, by induction, that dK = 0 in the second sum, then iH = iHˆ + |H0 /H |dH . Since |H0 /H | > 2, because of the complex coordinate, the only possibility is dH = 0 and iH = iHˆ . Note that if F (t, X) = AX, with A an H0 -equivariant matrix, then, due to the block diagonal structure, A|V H ∩(V Hˆ )⊥ is complex, hence with determinant 1 and iH = iHˆ . It remains to prove the last point of the proposition: let H correspond to some isotropy of real coordinates, then |H0 /H | = 2m , for some m > 1. Then, 

iH = dH0 + 2

H
dHj +

m−1  α=2

2α





 dK + 2 m d H ,

H
where the first sum corresponds to the maximal Hj ’s containing H . Given dH0 , dHj ’s (hence iH0 and iHj ’s), assume by induction that the dK ’s in the second sum are com and pletely determined, and that one has the above identity for iH and dH and for iH  dH . Then the difference will give  iH − iH = 2m (dH − dH  )  and d = d  . which is not possible, since m > 1, unless iH = iH H H



This proposition implies that any change of the
-degree, at this stage, is detected by changes of dH0 or on dHj , with H0 /Hj ∼ = Z2 . This fact will lead to period doubling.

3.4

Borsuk–Ulam results

One of the first uses of symmetry, to give information on a map, is the Borsuk–Ulam theorem, which states that the Brouwer degree of an odd map, with respect to a ball

120

3 Equivariant Homotopy Groups of Spheres

centered at the origin, is an odd integer. There is a vast literature on extensions of this result to different situations. In this section, we shall indicate how the ideas of the three preceding sections may be used to give sharp results for the Brouwer degree of a
-map, when
is abelian. This section is not central to the book and is more of a topological interest. In this section V and W are two arbitrary finite dimensional representations of
. Our first result will yield a classification of
-maps in a context different from that of Theorem 2.3, i.e., where one may have no complementing maps but where the problematic isotropy subgroups have a finite Weyl group. ˜ holds Theorem 4.1 (Hopf classification). Assume dim V
≥ 1 and suppose that (H) ˆ (i.e., Sign(det γ ) Sign(det γ˜ ) > 0 for all γ in
). Let J be the set of all elements H of Iso(V ) with the property that for all K ≤ H one has dim V K ≤ dim W K , if dim
/K = 0, dim V K < dim W K + dim
/K, if dim
/K > 0. (Note that J ⊂ Jˆ ⊂ J˜, where J and J˜ are defined in Corollary 1.2).  H Then, if F and F0 are two equivariant maps which are
-homotopic on H ∈Jˆc S V , one has integers dH such that  dH [F˜H ]
, [F ]
= [F0 ]
+ I

where the sum is over the subset I of Jˆ of H ’s, with dim V H = dim W H and dim
/H = 0, and F˜H is the extension given in Example 1.4, of the map FH with extension degree 1 in (H ). If Jˆ = Iso(V ), then F0 is not present.  V H → W \{0}}, with  ˆ = {[F ]
: F : ˆ = (1, 0) if Jˆ = Iso(V ). Proof. Let  H ∈Jˆc S ˆ is a group. Let R be the morphism, As in Sections 1 and 2, it is easy to see that 
W ˆ from S V (S ) into , induced by restriction to the isotropy subgroups in Jˆc . ˆ extends to an element From Corollary 1.2 (c), since Jˆ ⊂ J˜, any element in 
W in S V (S ), that is R is onto. Furthermore, any [F ] in ker R is such that F has a  non-zero
-extension to H ∈Jˆc B H . Let [F0 ] be in ker R and let H1 be an element of Jˆ which is maximal in I . Thus, if H > H1 , then either H is in Jˆc or dim V H < dim W H + dim
/H . In both cases, F0 has a non-zero
-extension to B H : use Theorem 1.1 in the second case. This implies that F0H1 belongs to (H1 ), as defined in Definition 1.3, and its extendability to B H1 is characterized by its extension degree, given by deg(F0H ; B H1 ) = |
/H1 | degE (F0 ) = |
/H1 |dH1 , from Theorem 1.2. From Example 1.4, degE (F0 ) depends only on F0 and there is a generator FH1 , of (H1 ), which has an extension F˜H1 to 
SV (S W ). F˜H1 is also in

121

3.4 Borsuk–Ulam results

ker R, from the construction of FH1 . Let [F1 ]
≡ [F0 ]
− dH1 [F˜H1 ]
. Then, [F1 ] is in ker R and is extendable to B H1 . Let Jˆ1 = Jˆ\{H ≥ H1 }. Define ˆ 1 , over Jˆc , and the projection R1 onto  ˆ 1 . It is clear that [F1 ] belongs as above  1 to ker R1 and that one may repeat the above construction with another maximal H2 . After a finite number of steps, one will arrive at  dH [FH ]
= 0. [F0 ]
− I

Finally, if F and F0 are as in the statement of the theorem, then [F ] − [F0 ] is in  ker R and has an expression as a combination of the [F˜H ]. Example 4.1. Let us consider Example 6.1 of Chapter 1: one has the actions of Zp2 q, 2 with p and q relatively prime, on V = C2 , as (e2πik/p , e2πik/pq ) and on W = C2 , 2 as (e2πik/p , e2πik/p q ). Then, on I × B, with B = {(z1 , z2 ) : |zi | ≤ 2}, one has the isotropy subgroups:
∼ = Zp2 q , with V
= {(t, 0, 0)}, W
= R, with V H = {(t, z1 , 0)}, W H = R × {(ξ1 , 0)}, H ∼ = Zq , with V K = {(t, 0, z2 }, W K = R × {(ξ1 , 0)}, K∼ = Zp , ∼ {e}, L= with V L = I × V , W L = R × W. Thus, Jˆ = Iso(V ) and any equivariant map F from I × V into R × W , which is non-zero on ∂(I × B), may be written as [F ]
= d
[F
] + dH [FH ] + dK [FK ] + dL [FL ], where, if αq + βp = 1, the generators are the following: p

q

β

F
= (2t − 1, z1 + z2 , z1α z2 ) p2

p

pq

q

β

FH = (2t + 1 − 2|z1 |2 , (z1 − 1)z1 , z1α z2 ) β

FK = (2t + 1 − 2|z2 |2 , (z2 − 1)z2 , z2α , z1α z2 ) p2

p

p q

β

FL = (2t + 1 − 2|z1 z2 |2 , (z1 − 1)z1 , (¯z1 z2 − 1)z1α z2 ). The zeros of F
− (0, ε, 0) are at (1/2, 0, ε1/q e2kπi/q ) and (1/2, ε 1/p e2kπi/p , 0) with index α and β respectively. Hence, deg(F
) = αq + βp = 1. Similarly, deg F
H = p, deg F
K = q. It is then not difficult to show that      1 0 0 0 deg F
d
deg F H  p p2  dH  0 0     . deg F K  =  q 0 pq 0  dK  dL 1 βp 2 αpq p2 q deg F

122

3 Equivariant Homotopy Groups of Spheres

In particular, if F˜ is an equivariant map from V into W , then F = (2t − 1, F˜ ), has d
= 1 and deg F = deg F˜ = 1 + mp for some integer m. Example 4.2. Let V and W be S 1 -spaces with dim V = dim W . Then on a coordinate 1 1 zj of (V S )⊥ one has the action eimj ϕ and on a coordinate ξj in (W S )⊥ the action is ˜ always holds. Recall that a negative mj means as einj ϕ . One has, of course, that (H) conjugates. Then, the following statement holds Proposition 4.1. If dim V = dim W and F is an S 1 -map, from I × V into R × W , which is non-zero on ∂(I × B), then (a) If dim V S  = dim W S , one has deg(F ; I × B) = 0. 1

1

(b) If dim V S = dim W S , then 1

1

deg(F ; I × B) = β deg(F S ; I × B S ),     mj . where β is the integer nj / 1

1

Proof. We shall use the following useful trick: Let V˜ be the S 1 -space defined as 1 {(X0 , Z1 , . . . , Zk )}, where X0 is in V S , the action of S 1 on Zj is as eiϕ and k = 1 dim V − dim V S , i.e., dim V˜ = dim W and S 1 acts semi-freely on V˜ . Furthermore, the map F0 (X0 , Z1 , . . . , Zk ) = (X0 , Z1m1 , . . . , Zkmk ) is an S 1 -equivariant map from V˜ into V . Moreover, if F is an S 1 -equivariant map from I × V into R × W , then F˜ (t, X0 , Z1 , . . . , Zk ) = F (t, X0 , Z1m1 , . . . , Zkmk ) is an S 1 -equivariant map from I × V˜ into R × W , which is non-zero on the sphere ∂(I × F0−1 (B)). 1 1 Since V˜ has only two isotropy subgroups, then, if dim V S ≤ dim W S , the set Jˆ, of Theorem 4.1, is Iso(V ) and or

[F˜ ]
= 0,

if dim V S < dim W S ,

[F˜ ]
= d[F˜
]
,

1

1

if dim V S = dim W S , 1

1

since, in the first case I is empty and, in the second, I =
= S 1 . On the other hand 1 1 [F˜ ]
= [F˜0 ]
, if dim V S > dim W S ,

123

3.4 Borsuk–Ulam results

where F˜0 is any S 1 -map, with F˜0
homotopic to F˜
: in this case, Jˆ reduces to {e} and I is empty. One may choose 1 F˜0 = (F S , Z1n1 , . . . , Zknk , 0, . . . , 0), 1 1 1 1 since F˜ S = F S and dim(W S )⊥ > dim(V˜ S )⊥ . If one replaces one 0 by ε in F˜0 one obtains a non-zero map (of course non-equivariant), that is, deg(F˜0 ; I × B) = 0. 1 1 Thus, if dim V S  = dim W S , one has deg(F˜ ; I ×F0−1 (B)) = 0. In the remaining 1 case, d = deg(F S ; I × B
), by definition of the extension degree. Furthermore, the 1 map F˜0 = (F S , Z1n1 , . . . , Zknk ) has the same invariant part and the same d: this implies that [F˜ ]
= [F˜0 ]
.

From the product theorem for the Brouwer degree, one gets   1 1 deg(F˜ ; I × F0−1 (B)) = nj deg(F S ; I × B S ). The proof of the proposition will be complete, once one uses the formula for the degree of a composition which yields   mj deg(F ; I × B). deg(F˜ ; I × F0−1 (B)) = The fact that β is an integer follows from the next result.



Corollary 4.1. If V and W are S 1 -spaces with dim V S = dim W S , then if (2t − 1, 1 X0 ), X0 in V S , has a non-zero S 1 -extension F˜S 1 from ∂(I × B) into R × W , one has 1

1

(a) dim V H ≤ dim W H , for all H in Iso(V ), (b) [F ]S 1 = deg(F S ; I × B S )[F˜S 1 ], 1

1

1 (c) SS V (S W ) ∼ = Z. 1 1 1 Proof. If SS V (S W ) has an element F with deg(F S ; I × B S )  = 0, for instance F˜S 1 , then, if for some H , one has dim V H > dim W H , consider F0H the restriction of F H to a subspace V0 of V H with dimension equal to dim W H , i.e., with at least one coordinate z0 equal to 0. From Proposition 4.1, one has that deg(F0H ; I × V0 )  = 0. But one may deform (t, X0 , zj in V0 ) to (1/2, 0, . . . , 0, z0 = R) and F0H to F H (1/2, 0, . . . , 0, R), a constant map with degree 0. This contradiction implies (a). But then, from Theorem 4.1, one has that Jˆ = Iso(V ) and the only element of I is S 1 . This implies (b) and that (2t − 1, X0 ) has the extension F˜S 1 (hence to assume 1 that there is a map F , with non-zero degree for F S , is equivalent to assuming that 1 1 1 F˜S 1 exists). Then, any element in SS V (S W ) is classified by deg(F S ; I × B S ).

124

3 Equivariant Homotopy Groups of Spheres

Finally, one has that β = deg(F˜S 1 ; I × B), hence an integer. Note that, if all maps 1 1 F have deg(F S ; I × B S ) = 0, then the fact that β is an integer or not is irrelevant.  Compare this result with Theorem 2.2 (b), where one has assumed, in this case, 1 the existence of a complementing map F⊥ : there [F ] = [F S , F⊥ ]. The results above generalize to the case of an action of a torus T n . n

Proposition 4.2. Let T n act on V and W and take F in TS V (S W ), then n

n

n

n

(a) If dim V T  = dim W T , but dim V = dim W , one has deg(F ; I × B) = 0. (b) If dim V T = dim W T and dim V = dim W , then n

n

deg(F ; I × B) = β deg(F T ; I × B T ), where β is a non-zero integer, independent of F . n

n

n

(c) If dim V T = dim W T and (2t − 1, X0 ), X0 in V T , has a non-zero extension F˜T n , from ∂(I × B) into R × W , then (α)

dim V H ≤ dim W H , for all H in Iso(V )

n n (β) [F ]T n = deg(F T ; I × B T )[F˜T n ] n

(γ )

T 

(S W ) ∼ =Z

SV

(δ)

k k  !    |β| = al al , if dim V = dim W, l=1

l=1

where al is the greatest common divisor of (|nl1 |, . . . , |nln |) and the action of T n on the coordinate zl is given by exp i < N l , / >, with N l = (nl1 , . . . , nln ) and / = (ϕ1 , . . . , ϕn ), l = 1, . . . , k. The integer al is given analogously by the action of T n on W . Proof. From Lemma 2.5 of Chapter 1, one has an action of S 1 given by ϕj = Mj ϕ, 1 n such that N l , M ≡ 0, [2π ], unless N l = 0 and V S = V T . This implies most of the proposition, since (a) and (b) are consequences of Proposition 4.1 (a) and (b), with β=

k k !    N l , M N l , M . 1

1

Furthermore, if F˜T n is a T n -extension of (2t − 1, X0 ), then under the above morphism, it is also an S 1 -extension, and its restriction to any V K , K < T n , is

125

3.4 Borsuk–Ulam results

a valid S 1 -extension for maps from V K into W K (here we are using the fact that, since T n is abelian, V K and W K are T n -representations). From Corollary 4.1, with H = {e} < S 1 , one has dim V K ≤ dim W K , for any K strictly contained in T n , hence dim T n /K > 0. But then, the set Jˆ of Theorem 4.1 is Iso(V ) and there is only one element in I : T n . As in Corollary 4.1, this implies (β) and (γ ). It remains only to prove (δ): note first that β is independent of the chosen morphism from S 1 into T n , provided N l , M and N l , M are not multiples of 2π . Since the number k of terms in the quotient is fixed and the same in the numerator and the denominator one may take the components of M to be rational, provided the new N l , M and N l , M are not congruent to 0 modulo 2π , and by denseness, for real M. Hence, β is the quotient of homogeneous polynomials of degree 1. This implies that for each l there is a q, such that N l , M = clq N q , M. Thus, N l = clq N q q q q and, if nj = aq mj , njl = al mjl , one has that clq aq /al = mjl /mj = m /m for all j = 1, . . . , n, where m and m are relatively prime. Hence, m divides all mjl and m q divides all mj , which is impossible, from the fact that aq and al are largest common divisors, unless |m | = |m| = 1 and clq = ±al /aq , that is, β is the expression of (δ).  For a general abelian group, one has the following Borsuk–Ulam result. Theorem 4.2 (Borsuk–Ulam result). Let V and W be two arbitrary representations of
with dim V = dim W and let F : V \{0} → W \{0} be an equivariant map. Then: n

n

˜ does not hold or if dim V T  = dim W T . (a) deg(F ; B) = 0 if (H) n

n

˜ holds and dim V T = dim W T , then (b) If (H) n

n

deg(F ; B) = β deg(F T ; B T ), where β is the non-zero integer given in Proposition 4.2. n

(c) Let Jˆ = {H ∈ Iso(V T ) : ∀K, T n ≤ K ≤ H, dim V K ≤ dim W K } and I  = {H ∈ Jˆ : dim V H = dim W H }, then, if the hypothesis of (b) holds and  n n H F0 : V T \{0} → W T \{0} is
-homotopy to F on H ∈Jˆ S V , one has for any H in I   deg(F H ; B H ) = deg(F0H ; B H ) + dK βH K |
/K|, I

where βH K = 0 if H is not a subgroup of K, βKK = 1, βH K are integers independent of F and F0 , while dK are integers depending of F and F0 . n If Jˆ = Iso(V T ), then F0 is absent. Furthermore, if W
= {0}, one has to add, on the right, a term βH
.

126

3 Equivariant Homotopy Groups of Spheres

˜ does not hold, then deg(F ; B) = 0 follows from Remark 1.1. If Proof. If (H)
V = {0}, one may complement F by 2t − 1 and obtain an element of 
SV (S W ). Thus, from Proposition 4.2, one obtains (a) and (b). Furthermore, from Theorem 4.1, n applied to V T , one has  n n n dK [F˜KT ]. [F T ] = [F0T ] + I

n Thus, deg(F˜KT ; B H ) = βH K |
/K|, from Example 1.4, where βH K has the properties listed in the theorem. Finally, if W
= {0}, then V
= {0} since F
maps the second space into the first. Hence, when supplementing by 2t − 1, one has Iso(R × V ) = Iso(V ) ∪
, Jˆ n remains the same unless Jˆ = Iso(V T ), since this is the only possibility for
to   belong to the new Jˆ . In that case, I has to be supplemented by
and  n n n dK [F˜KT ] + [F˜
T ], [2t − 1, F T ] =

I

where F˜

= 2t − 1 and βH
= deg[F˜
H ; I × B H ].



In order to get congruence results, characteristic of Borsuk–Ulam theorems, it is interesting to know when one may construct F0 such that deg(F0H ; B H ) = 0 for all H ’s in I  , or at least for H = T n . In that case deg(F ; B) would be a multiple of the greatest common divisor of the |
/K|’s, for K in I  . Besides the case where n Jˆ = Iso(V T ), one has the following Corollary 4.2. Let M be the set of minimal elements Kj of Jˆc , i.e., dim V Kj > dim W Kj but dim V H ≤ dim W H , for any H ≥ T n , strict subgroup of Kj . Assume that the hypothesis of Theorem 4.2 (c) holds. Then we have the following. (a) For any H in I  , H < Kj for some Kj in M, one has  j j deg(F H ; B H ) = dK βH K |Kj /K|, K∈Ij

j

where Ij = {K ∈ I  , K < Kj }, βH K are integers independent of F and with j j βH K = 0 if H is not a subgroup of K and βH H = 1. (b) If for each Kj in M, there is an equivariant map j

F⊥ : (V Kj )⊥ \{0} → (W Kj )⊥ \{0}, then one may construct F0 in Theorem 4.2 (c) with n

deg(F0 ; B T ) = 0.

127

3.4 Borsuk–Ulam results

(c) If M has a unique element K0 and there is a complementing map F⊥0 , then, for all H in I  , one has deg(F0H ; B H ) = 0. (d) If M =
, then the conclusion of (c) holds because F⊥0 exists. Proof. The proof of (a) will be a consequence of (d), hence we shall prove (b) first. n ˆ Let ˆ be as in Theorem 4.1 and R be the morphism from 
T n (S W T ) onto . Let  SV

[F0 ] = R[F ]. Then, define, for some K1 in M [F1 ] = [F0 ] − R[F0K1 , F⊥1 ],

where, from Borsuk equivariant extension theorem, one may take F1K1 = (1, 0). For another element K2 of M, define [F2 ] = [F1 ] − R[F1K2 , F⊥2 ], with F K2 = (1, 0). Since [F1K2 , F⊥2 ]K1 = [F1 |V K1 ∩V K2 , F⊥2K1 ] = [(1, 0), F⊥2K1 ] which is
-deformable to (1, 0), one may use the equivariant Borsuk theorem and assume that F2K1 = (1, 0).  Kj Continuing this process, one arrives at a final map Fs with Fs = (1, 0) on S V , i.e., with R[Fs ] = 0. Hence, [F0 ] =

s  p=1

K

j

j R[Fj −1 , F⊥ ].

Tn

Since the maps on the right have obvious extensions to S V , one may construct F0
Kj j as [Fj −1 , F⊥ ]. Now, if H is in I  and H < Kj , then dim V H ∩ (V Kj )⊥ < dim W H ∩ (W Kj )⊥ jH and F⊥ is deformable (non-equivariantly) to a non-zero constant map. This implies that Kj j , F⊥ )H ; B H ) = 0. deg((Fj −1 n

Since T n < Kj for all j ’s and T n is in I  , one obtains deg(F0 ; B T ) = 0, proving (b). The proof of (c) follows from the same argument, since one may take [F0 ] = [F K0 , F⊥0 ], and any H in I  is a subgroup of K0 . If furthermore, K0 =
, then dim(V
)⊥ ∩ V H < dim(W
)⊥ ∩ W H , for any strict subgroup of
(and containing T n ). Hence, from Corollary 1.2 (c), the complementing map F⊥0 exists. Finally, for each Kj , consider F as a Kj -equivariant map. Then, the isotropy subgroups for Kj are those H in Iso(V ) with H < Kj . Thus, the corresponding set of minimal elements reduces to Kj and I  reduces to Ij . One may apply (d) with a Kj equivariant F0 , with degree equal to 0 on any B H , H < Kj . Apply then Theorem 4.2. 

128

3 Equivariant Homotopy Groups of Spheres

Corollary 4.3. Assume that
/T n is a p-group, i.e., |
/T n | = p k , for some prime number p. If V and W are two arbitrary representations of
with dim V = dim W and F : V \{0} → W \{0} is an equivariant map, then deg(F ; B) is a multiple of p, n unless hypothesis (H) holds for V T , in which case    dK li |
/K|, deg(F H ; B H ) = H ≤K

KH

n

for all H in Iso(V T ), where the li ’s are given in Lemma 6.2 of Chapter 1 and correspond to the variables in (V K )⊥ ∩ V H . Here |
/K| is a multiple of p, except for K =
and d
= deg(F
; B
). n

n

˜ does not hold or if dim V T  = dim W T , then deg(F ; B) = 0. OthProof. If (H) n  ˆ erwise if J is not all of Iso(V T ), take any minimal element Kj of M, then for any element K of Ij , |Kj /K| is a positive power of p. Thus, from Corollary 4.2 (a), deg(F ; B) is a multiple of p. ˜ holds, dim V T n = dim W T n Hence, if this degree is not a multiple of p, then (H) n and (H) holds on V T , in particular dim V H ≤ dim W H , for all H with T n ≤ H ≤
. n Now, if there is H such that dim V H < dim W H , then viewing F T as a H -map, one should have  n n H H dK βT n K |H /K|, deg(F T ; B T ) = K
I ,

I  , |H /K|

for K in and since H is not in is a positive power of p, and therefore n n n deg(F T ; B T ) would be a multiple of p, that is, for all H in Iso(V T ), one has dim V H = dim W H . n Finally, if K and H in Iso(V T ) are such that dim V H ∩ V K and dim W H ∩ W K K are different, consider F , from V K into W K , as an H -equivariant map. The fixed point subspaces for the action of H on V K and W K are V H ∩ V K and W H ∩ W K respectively. Since H is also a p-group, from the arguments above, one gets that n deg(F K ; B K ) is a multiple of p. Now, regarding F T as a K-map, one has from n Theorem 4.2, since Jˆ ∩ {H ≤ K} = I  ∩ {H ≤ K} is the set Iso(V T ) ∩ {H ≤ K}, that n n deg(F T ; B T ) = a deg(F K ; B K ) + bp, hence, in this case a multiple of p. The contradiction with n

n

deg(F ; B) = β deg(F T ; B T ), n

and not a multiple of p, implies that (H) holds for V T . In conclusion, one has, in this case,  n dH [F˜H ]
, [F T ]
= l where each generator F˜H is of the form (FH , xjj ), with deg(FH ; B H ) = |
/H |.



129

3.4 Borsuk–Ulam results

Example 4.3. If
= Z2 , then deg(F ; B) is even unless dim V
= dim W
in which case, deg(F ; B) = deg(F
; B
) + 2d, where deg(F
; B
) is replaced by 1 if V
= {0}, by adding 2t − 1. In particular, the degree of an odd map is odd and the degree of an even map is even (in that case V
= {0}, W
= W and, if V is odd ˜ does not hold and the degree is 0). dimensional, then (H) Example 4.4. Let f : Cn → Cn , or Rn → Rn , be such that f (x) = P (x) + g(x), where each component Pj of P is a homogeneous polynomial of degree kj . Assume that P (x) has an isolated zero at the origin and that g(x) is small with respect to P (x) near the origin. Then,  Index(f ) = Index(P ) = kj in the complex case and modulo 2 in the real case. The first equality is clear. For the second, put the standard S 1 -action on the first copy of Cn and the action given by eikj ϕ on the second copy (in the real case replace S 1 by Z2 and ϕ by kπ ). The map P (x) is clearly equivariant. In the complex case, k Index(P ) = β, independently of P , from Theorem 4.2. Taking Pj (x) = xj j , it is

clear that β is kj . In the real case, either all kj are odd and Index(P ) is odd, or otherwise V
= {0} and dim W
> 0, hence from the preceding example, the degree is even. Example 4.5. One may wonder if Corollary 4.2 (b) depends really on the existence of complementing maps. Here is an example to the contrary. Let Z12 act on two copies of C6 in the following way: on the first copy, as e2πik/4 on x1 , x2 , x3 , x4 and as e2πik/6 on y1 and y2 ; on the second copy, as e2πik/2 on ξ1 , ξ2 , ξ3 and as e2πik/12 on η1 , η2 , η3 . The elements of Iso(V ) are Iso(V ) K = Z3 (for k multiple of 4) H = Z2 (for k a multiple of 6) {e}
if one adds a dummy variable

VH {x1 , x2 , x3 , x4 } {y1 , y2 } V t

WH {ξ1 , ξ2 , ξ3 } {ξ1 , ξ2 , ξ3 } W R

Hence Jˆ = {H, {e}}, I  = {e}, M = {K}. There is no equivariant map F⊥ from (V K )⊥ \{0} into (W K )⊥ \{0}, since any such map should map (V K )⊥ = V H into W H = W K . If the conclusion of Corollary 4.2 (c) were true, one would have deg(F ; B) = |
|de , a multiple of 12. However, the following map has degree 6: F = (x12 −x¯22 −y¯13 , x32 −x¯42 −y¯23 , Re x1 x2 +i Re x3 x4 +y12 y2 , x¯1 y12 , x¯3 y22 , x¯2 y12 +x¯4 y22 ). The equivariance of F is clear. The fact that F has only one zero follows from the following considerations: subtract ε ≥ 0 from the last equation. At a zero, one needs y1 y2 = 0, since if not one would have x1 = x3 = 0 and the 3rd component

130

3 Equivariant Homotopy Groups of Spheres

non-zero. Then, if y1 = 0, one has x1 = ±x¯2 and Re x1 x2 = ±|x1 |2 , hence the 3rd equation implies x1 = x2 = 0. If y2 is also 0, then x3 = ±x¯4 = 0, while if y2  = 0 then x3 = 0, x¯4 y22 = ε and x¯42 + y¯23 = 0, i.e., −|y2 |6 y2 = ε 2 . In this case, the zero is A = (0, 0, 0, ε3/7 , 0, −ε2/7 ). On the other hand, if y1  = 0, then y2 = 0, x3 = ±x¯4 = 0, x1 = 0, x¯2 y12 = ε and 2 x¯2 + y¯13 = 0, and the zero is B = (0, ε3/7 , 0, 0, −ε2/7 , 0). In order to compute the degree of F it is enough to compute the index at A and B. Near A one may deform linearly x¯3 y22 to x¯3 ε4/7 and to x¯3 . Then x3 can be deformed to 0 in the other equations. Then y12 y2 is deformed to y12 and the term x¯2 y12 to 0. One obtains the product of three maps: x¯3 with index − 1 (x12 − x¯22 − y¯13 , Re x1 x2 + y12 , x¯1 y12 ) (−x¯42 − y¯23 , x¯ 4 y22 − ε). In order to compute the index of the second map at its only zero, the origin, perturb the second equation by −iε. The zeros of the perturbed map are for x1 = 0, y12 = iε. One may deform x1 in the first two equations to 0 and y12 to iε in the third. The degree will be − deg(−x¯22 − y¯13 , y12 − iε). Taking ε to 0 and y¯13 to 0, one obtains a degree which is −(−2)(2) = 4. For the third map, with a unique zero, one may deform ε to 0 and consider the map (x¯42 + y¯23 − ε, x¯4 y22 ) with 3 zeros of the form (x4 = 0, |y2 |3 = ε), each of index (−1)(−1) = 1, and two zeros of the form (|x4 |2 = ε, y2 = 0), each of index (−1)(2) = −2. Hence, the degree of the third map is −1, and the index of F at A is 4. For B, one follows the same steps, except that the term y12 y2 , which was deformed to y12 , is now deformed to y2 . Otherwise, one interchanges (x1 , x2 ) with (x3 , x4 ) and y1 with y2 . The index of the second map is now 2 instead of 4, and the index of F at B is 2. Thus, deg(F ; B) = 6. By replacing the term y12 y2 by y12+6n y2 , where a negative exponent means conjugation, the index at A is changed to 2(2 + 6n), while that of B in unchanged. Hence, any odd multiple of 6 is achieved as the degree of a
-map from V into W . Furthermore, if two
-maps F and F0 coincide on V K , then [2t − 1, F ]
= [2t − 1, F0 ]
+ d[Fe ]
,

131

3.4 Borsuk–Ulam results

where Fe = (2t + 1 − 2|x1 y1 |2 , x12 (x14 − 1), x12 (x¯1 x2 − 1), x12 (x¯1 x3 − 1), x¯1 y12 (x¯12 y13 − 1), x¯1 y12 (y¯1 y2 − 1), x¯1 y12 (x¯1 x4 − 1)). It is easy to check that Fe is
-equivariant, with 12 zeros at |xi | = |yi | = 1, each of index 1, i.e., Fe is the generator for (e). Then, deg(F ; I × B) = deg(F0 ; I × B) + 12d. By choosing F0 the map of the example, one generates, for maps from R × V into R × W , all odd multiples of 6, while if one replaces (2t − 1, F0 ) by (2t + 1, 0), with degree equal to 0, one obtains all even multiples of 6 by varying d. Hence, for maps from R × V into R × W , all multiples of 6 are achieved. n The simplest case is when hypothesis (H) holds on V T , i.e., dim V H = dim W H n l for all H , with T n ≤ H ≤
, and there is an equivariant map {xjj } from V T into n WT . n

Corollary 4.4. If dim V = dim W and (H) holds on V T , then, if m is the greatest  n common divisor of lj |
/H |, for T n ≤ H <
and xj in (V H )⊥ ∩ V T , one has n

n

deg(F ; B) = β deg(F T ; B T )   n n lj deg(F
; B
) + dm deg(F T ; B T ) = where any integer d is achieved. The term deg(F
; B
) is replaced by 1 if V
= {0}. n

Proof. Since (H) holds, one has Jˆ = Iso(V T ) = I  and βT n H = deg(F⊥H ; (B H )⊥ ),   n lj , for xj in (V H )⊥ ∩ V T . where F⊥H is the complementing map. Thus, βT n H = From Theorem 4.2, one has  n n dH βT n H |
/H | deg(F T ; B T ) = d
βT n
+ H <






deg(F ; B ) = d
. n

n

Hence deg(F T ; B T ) has the form of the corollary. Moreover, if mj = then from Darboux theorem, one has  m= αj mj , n

where (α1 , . . . , αr ) are relatively prime. Let [F T ] = d H generator of (Hj ) and F˜Hj = (FHj , F j ). ⊥




  li |
/Hj |,

αj [F˜Hj ], where FHj is the 

132

3 Equivariant Homotopy Groups of Spheres

This result may be refined by considering the greatest common divisor of {|
/H |, T n ≤ H <
}, see [I.V. 2, Proposition 4.3] and other references in the section on bibliographical remarks. One of its main applications is the following observation, which is used very often in order to prove the existence of non-trivial zeros. We shall consider only one of the simplest cases: when
acts freely on V and W
= {0}. Then
∼ = S 1 or Zm (see Definition 1.3 in Chapter 1). If
∼ = Zm , then the action on a coordinate xj of V is of the form exp(2π ikmj /m), with mj and m relatively prime, in particular there is an integer pj such that pj mj ≡ 1, [m]. On a coordinate ξj of W the action is of the form exp(2π iknj /m), with 0 < nj < m. l

Recall that xjj , with lj = pj nj , is an equivariant map. Corollary 4.5. If
acts freely on V and W
= {0}, then (a) If
∼ = S 1 and dim V > dim W , then any equivariant map from ∂BR into W must have a zero on ∂BR . = dim (b) If
∼ = S 1 and dim V  W , then any equivariant map ∂BR → W \{0} has a degree equal to ± nj .

(c) If
∼ = Zm and dim V > dim W , then if nj is not a multiple of m, for instance if m is a prime, any equivariant map from ∂BR into W must have a zero on ∂BR . (d) If
∼ = Zm and dim

V = dim W , then any equivariant map ∂BR → W \{0} has a degree equal to lj + dm , where any d is achieved. Proof. Adding the variable t and the component 2t − 1, one may use the previous results. In particular, if
∼ = S 1 , then the action on zj is by eiϕ or e−iϕ and on ξj by in ϕ j e . If dim V = dim W , then, from Proposition 4.1, one has   !   nj deg((2t − 1, F ); I × BR ) = deg(F ; BR ) = mj , where mj = ±1, for any
-map from ∂BR into W \{0}. This proves (b). Furthermore, if dim V > dim W and there is a
-map from ∂BR into W \{0}, choose V˜ a
-subspace of V , with dim V˜ = dim W . Then, if x = x˜ ⊕ x⊥ , x˜ in V˜ and x⊥ in a
-complement, one has  nj . deg(F (x, ˜ 0); BR ∩ V˜ ) = ± ˜ sin τ R, 0) is a valid deformation for &x& ˜ = R, Let x⊥ = (R, 0) then F (cos τ x, that is F (x, ˜ 0) is homotopic (not equivariantly) to the constant F (0, R, 0), hence with degree 0. This contradiction implies (a). If
∼ = Zm and dim V = dim W , then hypothesis (H) is satisfied and, from Corollary 4.4, one has  deg(F ; B) = lj + dm.

133

3.4 Borsuk–Ulam results

Furthermore, consider the equivariant map    p m p m |zj |αj − 1), z2l2 (¯z1 1 2 z2 − 1), . . . , zsls (¯z1 1 s zs − 1) , F (x) = z1l1 (z1md j ≥2

where s is the
number of variables in V , and α2 , . . . , αs are positive and chosen so that m d − p1 s2 αj mj is non-zero. Recall that, if m = 2, then mj = nj = 1 = lj . The zeros of F are for x = 0, with an index equal to lj (±1 for m = 2) and m d 0p m 0p m zeros of the form (z10 , z1 1 2 , . . . , z1 1 s ), with z10 m d = 1 (this is where the condition on the αj ’s is used). l

0p1 mj lj )

Near one of these zeros, one may deform zjj , via ((1 − τ )zj + τ z1 p m τ/¯z1 1 j

to

a constant. The deformation, in |zj |, via (1 − τ )zj + followed by a linear p m deformation of z1 to z10 in z¯ 1 1 j and, finally, another linear deformation of |z1 |−p1 Qαj mj to 1, will leave the map, near the zero, 0p1 m2

(z1md − 1, z¯ 1

0p1 ms

z2 − 1, . . . , z¯ 1

which has an index 1 at that zero. Hence, deg(F ; BR ) =



zs − 1),

lj + dm.

If dim V > dim W , take any V˜ with dim V˜ = dim W . As before, one has, if there is
-map from ∂BR into W \{0}:  lj + dm = 0, deg(F |V˜ ; BR ∩ V˜ ) =

which would lead to the desired contradiction if lj is not a multiple of m. Since ˜ lj = pj mj , one could think that lj dependson choice

the

 of V , through pj . However pj mj ≡ 1, [m], hence nj ≡ mj lj , [m] and lj mj ≡ nj , [m]. Thus, if lj is a multiple of m, so is nj . Conversely, if nj is a multiple of

m, since mj and m have no common factor, one needs to have lj = km. Thus, nj  ≡ 0, [m] if and

 only if lj ≡ 0, [m], for any choice of V˜ . Example 4.6. If dim V > dim W , then for any V˜ , with dim V˜ = dim W , one has deg(F |V˜ , B ∩ V˜ ) = 0, as a necessary condition for a non-zero map from ∂B into W . For instance, in Example 4.5, one has the action of Z4 on V K ∼ = C4 and W K ∼ = C3 . On the other hand, a zero degree may often be used to construct non-zero equivariant 2 maps from ∂B into W . For instance, let Zp2 act freely on C2 (i.e., as e2πik/p ) and as e2πik/p on a second copy of C2 . Consider the equivariant map from C2 into C2 : p

p2

p

f (z1 , z2 ) = (z1 (¯z1 |z2 | − 1), z2 (¯z1 z2 − 1)). p2

The zeros of f , are the origin, with index p 2 and the p 2 points (z10 , z10 ), with z1 = 1, each of index −1. Thus, deg(f ; BR ) = 0 and there is a (non-equivariant) deformation fτ (z1 , z2 ), from ∂BR into C2 , with f1 (z1 , z2 ) = (1, 0).

134

3 Equivariant Homotopy Groups of Spheres

Consider the fundamental cell on C5 given by C = {0 ≤ |z| ≤ R, 0 ≤ Arg z = ϕ < 2π/p2 , |zj | ≤ R, j = 1, 2, 3, 4}. Consider the following map defined from C into C4 : F (z, z1 , z2 , z3 , z4 )  (f2|z| cos2 (ϕp2 /2)/R (z1 , z2 ), (f2|z| sin2 (ϕp2 /2)/R (z3 , z4 ))     for |z| ≤ R, 0 ≤ ϕ ≤ π/p2 = 2 2   (e2πi/p f2|z| cos2 (ϕp2 /2)/R )(e−2π i/p z1 , e−2πi/p z2 ), f2|z| sin2 (ϕp2 /2)/R (z3 , z4 )    for |z| ≤ R, π/p 2 ≤ ϕ ≤ 2π/p2 , where fτ = (1, 0), for τ ≥ 1. Since f0 is equivariant, one has F (e2π i/p |z|, e2π i/p z1 , . . . ) = e2πi/p F (|z|, z1 , . . . ), 2

2

hence when using the action of Zp2 to cover BR by images of C, one obtains an equivariant map from BR into C4 . Furthermore, if |zj | = R for some j , F is nonzero, since fτ is non-zero, in that case. For |z| = R, then for any ϕ, one has either 2 cos2 (ϕp2 /2) ≥ 1 or 2 sin2 (ϕp 2 /2) ≥ 1. Hence F is non-zero on ∂BR . Example 4.7. Another way of constructing equivariant maps from V into W with dim W > dim V , can be illustrated as follows: Let p and q be relatively prime, hence there are α and β such that αq + βp = 1, and let Zpq act on C2 as γ k = e2πik/p on z1 and γ k = e2π ik/q on z2 . Consider the map βp

αq

βp αq

f (z1 , z2 ) = (z1 (¯z1 − 1), z2 (¯z2 − 1)(¯z1 z2 + 1)). Then f (z1 , z2 ) is equivariant, from C2 into itself, and its zeros are: (0, 0) with index αq 1; (0, z¯ 2 − 1 = 0), that is |α|q zeros each of index −1 if α > 0 and index 1 if βp βp αq α < 0; (¯z1 = 1, 0), that is |β|p zeros each of index −1; (¯z1 = 1, z¯ 2 = 1), with βp αq |αβ|pq zeros with index 1; and (¯z1 = 1, z2 = −1), |αβ|pq zeros of index −1. Then deg(f ; BR ) = 0 for R > 1. Let fτ (z1 , z2 ) be an ordinary homotopy of f on ∂BR to (1, 0). Denote by fˆτ = fτ /&fτ & and fˆ = f/&f &. Assume that Zpq acts on z as e2π ik/pq , and consider the fundamental cell, for the action on C3 , given by C = {0 ≤ |z| ≤ R, 0 ≤ Arg z < 2π/pq, |z1 |, |z2 | ≤ R}.

135

3.4 Borsuk–Ulam results

On ∂C define the following non-zero map:   f|z|/R (R f˜(z1 , z2 )), F (z, z1 , z2 ) = γf|z|/R (Rγ −1 fˆ(z1 , z2 )),   iqϕ (e , 0),

if Arg z = 0 if Arg z = 2π/pq if |z| = R.

From the construction, one has F (e2πi/pq |z|, z1 , z2 ) = γ F (|z|, γ −1 z1 , γ −1 z2 ), hence F has the right symmetry and is well defined at z = 0. Replacing fˆ by fˆτ and deforming next γ to Id and eiqϕ to 1, one has that, on ∂C, F is homotopic to f|z|/R (R, 0), which is a non-zero path in C2 , from (R(R βp − 1), 0) to (1, 0). Since C2 \{0} is simply connected, one may deform this path to (1, 0). Thus, F has a nonzero continuous extension to C and, using the action of the group, one may extend F to an equivariant map from C3 \{0} into C2 \{0}. Example 4.8. When one has more than one isotropy subgroup, then the situation may be very complicated. For instance, consider the action of Zp2 q on V = Cn+m and on W = Cr+s in the following manner: 2 On (x1 , . . . , xn ) as e2π ik/p , with isotropy K ∼ = Zq , On (y1 , . . . , ym ) as e2π ik/pq , with isotropy H ∼ = Zp , On (ξ1 , . . . , ξr ) as e2π ik/p , giving W H = W K , 2 On (η1 , . . . , ηs ) as e2π ik/p q . Assume p and q are relatively prime, hence one has αq + βp = 1. Suppose n + m = r + s and n > r ≥ 2 (the existence of an equivariant map from V K into acts on V H as Zpq , with a free action W K follows from Example 4.6). Note that
of
/H , that is, applying Corollary 4.5, with nj = q r , which is not a multiple of pq, one obtains that dim V H ≤ dim W H , that is m ≤ r, if there is a non-zero
-map F on ∂B. One has the following result. Proposition 4.3. For the above situation, one has (a) If m = r, then deg(F ; B) = α n−m+1 q + dpq  ≡ 0, [pq]. (b) If m = r − 1, then deg(F ; B) = α n−m pq + dp 2 q  ≡ 0, [p2 q]. (c) If m < r − 1, then deg(F ; B) = dp2 q. Proof. We shall indicate only the proof of (a), since (b) and (c) have proofs which are tedious, and refer to [IV2, Proposition 4.1]. It is enough to say that the proof is based on a construction of F0 , extension of F K , so that one may apply Theorem 4.2, with deg(F0 ; B) ≡ α n−m pq, [p2 q], if m = r − 1 and 0 if m < r − 1, then the term dp 2 q comes from Theorem 4.2. The extension of F involves terms of the form x p + y q on W H and x α y β on (W H )⊥ .

136

3 Equivariant Homotopy Groups of Spheres

If m = r, viewing F as a K-map, one may use Corollary 4.3 and one has that deg(F ; B) is a multiple of q. If we view F as an H -map (hence if m < r one has that deg(F ; B) is a multiple of p), one has ˆ deg(F ; B) = deg((F H , x1α , . . . , xnα ); B) + dp = α n deg(F H ; B H ) + dp. But viewing F H as a
-map, one has q q ˜ ˜ deg(F H ; B H ) = deg((2t − 1, y1 , . . . , ym ) + dpq = q m + dpq.

Thus,

˜ ˆ = cq. + dp deg(F ; B) = α n (q m + dpq)

This implies that dˆ is a multiple of q. Writing α n q m = α n−m+1 q(αq)m−1 and using αq = 1 − βp, one obtains deg(F ; B) = α n−m+1 q + dpq, in particular, this number is not 0, nor a multiple of pq, since α and β are relatively prime and n > m. 

3.5 The one parameter case Let V = R × U and assume that U and W satisfy condition (H), i.e., dim U H = l dim W H , for all H in Iso(U ), and there is a
-equivariant map {xjj } from U into W . From Corollary 2.1 and Theorem 3.2, one has ˜ S

˜


SV (S W ) = 
V˜ (S W ) × Z × · · · × Z, with one Z for each isotropy subgroup H with dim
/H = 1, and
˜ =
/T n , V˜ = n n V T , W˜ = W T . Then, any element of 
SV (S W ) may be written as [F ]
= [F˜ ]
+



n

l

dH [F˜H ] = [F T , xjj ]
+



dH [F˜H ],

where {dH } are given, for the special case of well-defined Poincaré sections, in Corollary 3.1. The purpose of this section is to compute [F˜ ] which is the suspension by a comn ˜ ˜ plementing map on (V T )⊥ of an element of 
V¯ (S W ), with
˜ a finite group. Thus, S one may assume
=
˜ a finite group and one wishes to compute 
SR×U (S W ). This is the case of a Hopf bifurcation when an autonomous equation is perturbed by a 2π/pperiodic nonlinearity, breaking the action of S 1 to an action of Zp (see Example 5.1 in Chapter 2).

3.5 The one parameter case

137

From Theorem 2.3 one has, for
a finite group,  ˜ (H ), 
SV (S W ) = ˜ for H in Iso(V ), where (H ) is the suspension by the complementing map of (H ). Recall that, from Lemma 2.2, this particular suspension is one-to-one. Any element in V H is written as (t, µ, X0 , y1 , . . . , ys , z1 , . . . , zr ), where (t, X0 ) is in U
∼ = Rn+1 , µ is the parameter,
acts on yj , in R, with
/Hj ∼ = Z2 and on zj in C, with
/Hj ∼ = Zmj . Define B H = {0 ≤ t ≤ 1, |µ|, &X0 &, |yj |, |zj | ≤ 2} and set λ = 2t − 1 + iµ. Lemma 5.1. If H =
, then (
) = n+1 (S n ), i.e., 0 if n ≤ 1, Z if n = 2, Z2 if n ≥ 3. The part of
-degree on (H ) is given by [F
]. Proof. See Remark 8.1 in Chapter 1. Recall that the Hopf map η generates 3 (S 2 )  and its suspension η˜ generates n+1 (S n ). Let F˜ be (F
, F
⊥ ), where F
⊥ is the complementing map, and let [F1 ] = [F ] − [F˜ ]. Then, one may assume that F1
= (1, 0). The next isotropy subgroups are those corresponding to yj , i.e., such that
/Hj ∼ = Z2 . Theorem 5.1. If
/H ∼ = Z2 , with dim V
= n + 2, dim V H − dim V
= s, then  if s > 2 Z2 × Z2     if s = 2 and n > 0 Z × Z2 (H ) ∼ =  Z × Z if s = 2 and n = 0    n+1 n+2 (S ) if s = 1. Proof. (a) If s = 1, i.e., V H = {t, µ, X0 , y1 }, the fundamental cell C is B
× {y1 ≥ 0}, F1 is given for y1 = R and it is (1, 0) for y1 = 0. Then, the obstruction for the extension to C is [F1 |∂C ] in n+2 (S n+1 ). If n > 0, let X0 = (x0 , X˜ 0 ) and let η1 be the map, with λ = 2t − 1 + iµ:  (1/4 − (y1 − 1)2 − x02 )(1/4 − (y1 + 1)2 − x02 ), X˜ 0 ,  Re(λ(y12 − 1 + ix0 )), y1 Im(λ(y12 − 1 + ix0 )) . The map η1 is equivariant, i.e., all but the last components are even in y1 and the last is odd in y1 . The zeros of η1 are for X˜ 0 = 0, λ = 0, x02 + (y1 ± 1)2 = 1/4. On ∂C, it is easy to see that η1 is homotopic to the suspension η˜ of the Hopf map. Hence, there is a d1 , in n+2 (S n+1 ), such that [F1 |∂C ] − d1 [η1 |∂C ] = 0. Thus, this difference has an extension to C and, by the action of
/H , to B H . Thus, [F1H ] = d1 [η1 ].

138

3 Equivariant Homotopy Groups of Spheres

If n = 0, then 2 (S 1 ) = 0 and [F1 |∂C ] = 0. Note that [η1 |∂B H ] = 2η˜ and that changing λ to λd1 one realizes d1 [η1 ]. (b) If s > 1, the fundamental cell is C = B H ∩ {y1 ≥ 0}, of dimension n + s + 2. From Theorem 1.1, one has a
-extension to C ∩ {y1 = y2 = 0} and an obstruction, an integer, to extension to the set B H ∩ {y1 = 0}, which is the degree of the extension F˜1 on ∂(B H ∩ {y1 = 0, y2 ≥ 0}). Note that on the space V H ∩ {y1 = 0}, hypothesis ˜ does not hold, hence the obstruction may be not unique (except if s = 2), and the (H) degree on ∂(B H ∩ {y1 = 0}) is 0. Let dη = (1 − y12 − y22 , X0 , λd (y1 + iy2 ), yj ). It is easy to see that deg(dη; B H ∩ {y1 = 0, y2 ≥ 0}) = (−1)n+1 d. Thus, for some d, [Fˆ1 ] = [F˜1 ] − d[η] has an equivariant extension to B H ∩ {y1 = 0}. Note that, from Theorem 8.3 in Chapter 1, (λd (y1 + iy2 ), yj ) represents Ad (λ)y, with A(λ) = diag(λ, Id), in 1 (GL(Rs )) and that, if s > 2, Ad (λ) is deformable to Ad+2 (λ), thus, only the parity of d is important here. If s = 2, d may be any integer. As before, the next obstruction will be the class of Fˆ1 in n+s+1 (S n+s ) given by ˆ F1 |∂C . Let d1 η1 be the equivariant map  (4/3)2 (1/4 − (y1 − 1)2 − y12 y22 )(1/4 − (y1 + 1)2 − y12 y22 ),  y12 X0 , λd1 (y1 (y12 − 1) + iy12 y2 ), y12 yj . Again, it is easy to see that d1 η1 = (1, 0) for y1 = 0, that d1 η1 |∂C = d1 [η], ˜ ˜ where η˜ is the suspension of the Hopf map generating and that d1 η1 |∂B H = 2d1 [η], n+s+1 (S n+s ). Hence, there is a d1 (in Z2 if n + s > 2, in Z if n = 0, s = 2) such that [Fˆ ] − d1 [η1 ] = 0. Thus, [F1 ]
= d[η]
+ d1 [η1 ]
. By forgetting the action of
, one obtains on ∂B H , that if n + s > 2, one has ˜ in n+s+1 (S n+s ) ∼ [F1 ] = d[η] = Z2 , hence the parity of d is uniquely determined by F1 and the first invariant d is unique (in Z2 if n + s > 2, in Z if s = 2). Therefore, from the above formula, d1 (in Z if s = 2 and n = 0, in Z2 if n + s > 2) is also unique.  Consider now the case of a general isotropy subgroup H , with fundamental cell C. As in the proof of Theorem 1.1, we shall extend and modify a given element [F ] of (H ) to an equivariant map F˜ without zeros on ∂C. There will be obstructions to modifications on each of the faces of ∂C (i.e., with just one yj = 0 or one zj with Arg zj = 0). As seen in the proof of Theorem 1.1, the value of F on an edge (Arg zj = 0, Arg zi = 2π/ki ) may be given by the value on a face Arg zk = 0 for some k < i. Thus, one has to start with the first face, modify F so that the new map will have a non-zero extension on that face and work the way up on the faces. For F˜ one will have a last obstruction, in Z2 , for the extension to C. This construction will be broken up in several lemmas.

3.5 The one parameter case

139

In order to simplify the argument we shall assume that if yj is a real variable with isotropy Hj , then there is at least another coordinate yj with the same isotropy. In that case, if zj = yj + iyj , the face yj = 0 in C, with yj ≥ 0 and kj = 2, corresponds to Arg zj = 0. Consider first the face y1 = 0. From the presence of y1 , the isotropy of the face is still H and one has a fundamental cell C  for that face where y1 is not present and one has y1 ≥ 0 but the other variables and kj ’s are the same as for C. From Theorem 1.1, one has a
-extension to B H ∩ {y1 = y1 = 0} and an integer as an ˜ is not satisfied for
. However, obstruction to
-extension to C  . Note that (H)  since
/H = (
/H1 ) × (H1 /H ), C is still the fundamental cell for H1 -maps on ˜ holds for H1 . B H ∩ {y1 = 0, y1 ≥ 0} and there (H) Lemma 5.2. Let deg(F H ; B H ∩ {y1 = 0, y1 > 0}) = d1 |H1 /H |, then there is a
-map η1 such that [F ]
− d1 [η1 ]
has a non-zero
-extension to B H ∩ {y1 = 0}, in particular to the face y1 = 0. Proof. Let η1 be the
-map    |xj |2 , X0 , λ˜ (y1 + iy1 ), . . . , (Qi − 1)yi , (Pi + 1)xili , η1 = 2t + 1 − 2(y12 + y12 ) where λ˜ = µ + i(y12 + y12 − 1), Qi = yi2 if ki = 2 and Qi = 2 if ki = 1, Pi = Pi (y1 + iy1 , . . . , xi ) is the monomial of Theorem 3.3 if ki > 1 and Pi = 0 for ki = 1. The product in the first component is over all the variables with kj > 1. For y1 = 0, y1 = 1, the set {Qi − 1, Pi + 1} has exactly |H1 /H | zeros, with |xj | = 1, and just one in C  . It is easy to see that deg(η1 |y1 =0 ; C  ) = (−1)n .. Since this is an orientation factor, due to the chosen order of the components, changing λ˜ to its conjugate, if necessary, we may assume that η1 |y1 =0 is the generator for 1 (H ), where this group stands for H1 -maps defined on {y1 = 0, y1 ≥ 0}. Since F is in (H ), i.e., it has a
-extension to B K for K > H , then F |{y1 =0,y1 ≥0} belongs to 1 (H ) and d1 is its extension degree given in Theorem 1.2. Then [F1 ] = [F ] − d1 [η1 ], has a non-zero H1 -extension to B H ∩ {y1 = 0, y1 ≥ 0}. Since F1 |y1 =y1 =0 is a
-map, if F˜1 is the H1 -extension for y1 ≥ 0, define F˜1 (−|y1 |, x) = γ˜ F˜1 (|y  |, γ −1 x), for any γ in
such that γ y  = −y  . If γ1 and γ2 satisfy this relation 1

1

1

then γ1 γ2−1 is in H1 , one may write γ2−1 = (γ1 γ2−1 )γ1−1 and use the H1 -equivariance of F˜1 to prove that the new map is well defined and a
-equivariant extension of  F1 |y1 =y1 =0 . For a face of the form Arg zj = 0, or for a pair of real variables with zj = yj + iyj as above, if one considers C ∩ {zj = 0}, then there is always, from Theorem 1.1, a non-zero
-extension to B H ∩ {zj = 0} (if the isotropy of the face is K > H , then the extension is given a priori).

140

3 Equivariant Homotopy Groups of Spheres


Lemma 5.3. Assume F has been modified to [Fj −1 ]
= [F ]
− i<j di [ηi ]
, a map in (H ) without zeros on the faces Arg zi = 0, i < j . Then, if dj is defined by   ki dj = deg(Fj −1 ; B H ∩ {Arg zj = 0}) i =j

one has a
-map ηj such that [Fj ]
= [Fj −1 ]
− dj [ηj ]
belongs to (H ) and has no zeros on the faces Arg zi = 0, i ≤ j . Proof. Let Hj be the isotropy subgroup of zj . In order to get an Hj -equivariant extension to the ball Bj = B H ∩ {Arg zj = 0} one needs to consider the extension degree of Fj −1 on the fundamental cell Cj for the action of Hj on Bj : since Fj −1 is in (H ) it is also in j (H ), the group for the action of Hj . Furthermore, from the dimension, Fj −1 has a non-zero Hj -extension to ∂Cj . From Theorem 1.2, one has that this extension degree dH is given by deg(Fj −1 ; Bj ) = dH |Hj /H |. Now, the ball Bj is covered by |Hj /H | disjoint replicae of Cj and Fj −1 has degree dH on each of them. Note that ki = |H˜ i−1 /H˜ i | is the same, for i > j , for C and Cj , hence Fj −1 is non-zero on ∂(C ∩ Arg zj = 0), by hypothesis if Arg zi = 0, i < j , and by the action of
for Arg zi = 2π/ki for i < j ; for i = j , by the dimension for zj = 0 and by definition for zj = R; and for i > j , since Fj −1 has a non-zero Hj -extension to ∂Cj . Thus, Fj −1 has a well-defined degree on C ∩ {Arg zj = 0}, and also on C ∩ {Arg zj = ϕ} for any ϕ, such that all these degrees are equal, using ϕ as a deformation parameter. Now, we know that B H is covered by the |
/H | disjoint replicae of C. Thus, Bj = B H ∩{Arg zj = 0} is covered by the intersections of the sets γ C with Arg zj = 0. Recall that the action of
on zj is as e2π ik/mj and that H˜j −1 acts on zj as e2πik/kj . Taking k = mj in the second expression, one should have a trivial action, since H˜j −1 is a subgroup of
and γ mj zj = Id . Thus, kj divides mj . Notice that, since |
/H | = |
/Hj ||Hj /H | = mj |Hj /H |, then |Hj /H | =

  ki (kj /mj ). i =j

Now, if γ C ∩ {Arg zj = 0} is not empty, then this set comes from the subset of C with Arg zj = 2π k/mj , for some k = 0, . . . , mj /kj − 1. If γj acts on zj as e2πi/mj , one may write γ = γj−k γ˜ , with γ˜ in Hj . This implies that, for each such k, the number of γ ’s such that γ C intersects {Arg zj = 0} is the same and is equal to |Hj /H |. Thus,

one arrives at a total of i=j ki sets of the form γ (C ∩ Arg zj = 2π k/mj ) covering

3.5 The one parameter case

141

of them, Fj −1 has the same degree. This implies that deg(Fj −1 ; Bj ) Bj and, on each is a multiple of i=j ki and dH is a multiple of mj /kj . Let ηj be    ˜ lj , {(Pi + 1)x li }i=j , |xi |2 , X0 , (Qi − 1)yi , λz ηj = 2t + 1 − 2 j i where λ˜ = µ + i(|zj |2 − 1) or its conjugate if n = dim X0 is odd, the product is over all the

variables, except yi with ki = 1, and the set {Qi − 1, Pi + 1} has, for zj = 1, i=j ki zeros, with |xi | = 1 and just one of them on the face of C corresponding to Arg zj = 0 (one may have to change 1, in Pi + 1, to εi , with |εi | = 1, as in Theorem 3.3, in order to have this last property). Then, the degree of ηj on that face is 1, ηj is trivial when restricted to the faces of C given by Arg zi = 0 for i < j (since Pi is a monomial in x1 , . . . , xi and

the zeros of (P1 + 1, . . . , Pi + 1) are not on these faces). Finally, deg(ηj ; Bj ) = i=j ki and, if one replaces λ˜ by λ˜ d , one obtains a map
-homotopic to dηj . Hence, dηj generates all possible obstructions on the face C ∩ {Arg zj = 0} and does not modify the previous construction. Choosing d as in the statement of the present lemma, one obtains that [Fj −1 ] − dj [ηj ] has a non-zero extension on the faces of C with Arg zi = 0, i ≤ j . This extension is then reproduced by the action of
on the other faces.  Remark 5.1. Note first that dj , in the above construction, depends only on the extension to C ∩ {zj = 0}, from the Hj -extension argument and the formula for dj . This dependence will be used to compute (H ) and see that one may have several values for dj . Note also that, at each step, F is modified on the subsequent faces. H Furthermore, in the formula for  Fj −1 , the sum stands for a
-homotopy on ∂B and for extensions to the faces C {Arg zi = 0}i<j . However, the homotopy is not extended to these faces and, in particular, there is no relationship between the ordinary degrees of F on the face {Arg zj = 0} and the sum of the degrees of di ηi on that face and even less with respect to the degrees on Bj , except in particular cases, such as for the first face for which F has no extension, given in Lemma 5.2, and in the case of Theorem 5.3 below. This lack of relationship will be demonstrated in Example 5.1. Lemma 5.4. Any F in (H ) can be written as  ˜ η] [F ]
= dj [ηj ]
+ d[ ˜
, where dj and ηj are given in Lemma 5.3, d˜ is 0 or 1 and η˜ is a
-map which is non-zero on ∂C and is deformable, on ∂C, to the suspension of the Hopf map. Proof. From Lemma 5.3, one may construct
a step by step modification of F , such that the last one, say Fs , with [Fs ]
= [F ]
− dj [ηj ]
, is non-zero on ∂C. In order to extend Fs to C one has a last obstruction, this time in Z2 , if dim C = dim W H +1 > 4, and in Z if dim C = 4. In that case, V H ∩ (V
)⊥ has only one complex variable, d1

142

3 Equivariant Homotopy Groups of Spheres

is uniquely determined by deg(F ; B H ∩ {Arg z = 0})/|
/H | and (H ) turns out to be Z × Z. Let the generator η˜ be    2 |xi |Pn − εn  − ε 2 , X0 , (Qi − 1)yi , (Pi − εi )xili , λ(Pn − εn )xnln , η˜ =  i
where λ = µ + i(2t − 1), the constants εi , with |εi | = 1, are chosen such that the set (Qi − 1, Pi − εi ) has |
/H | zeros, with |xi | = 1, and just one, X0 , in C. The product is over all variables, except yj with kj = 1 and xn . Note that kn may be 1. The positive constant ε is chosen so small that the disc &X − X 0 & ≤ ε is contained in C. Hence, the only zeros of η˜ are for xi = xi0 , λ = 0, |xn − xn0 |2 = ε2 . In fact, if xi = 0, the first component reduces to 1 − ε2 , since |εn | = 1. Furthermore, on ∂C, one may deform η˜ to the suspension of (|xn − xn0 |2 − ε2 , λ(xn − xn0 )), which is the Hopf map (deform xili to xi0li by a linear path joining X to X 0 and the deformation is

done at the same time in |xi |, and Pi − εi to xi − xi0 ). Replacing λ by λd , one generates d η. ˜ If d = 2, then 2η˜ has a non-zero continuous ˜
= 0, if dim C > 4.  extension to C and, by the action of
, to B H . Thus, 2[η] Theorem 5.2. Assume that whenever kj > 1, j = 1, . . . , s, the corresponding variable zj has a double zj with the same isotropy if zj is complex and is repeated twice to yj , yj , yj if real. Then, (H ) is a finite group generated by [ηj ]
, j = 1, . . . , s and [η] ˜
, with the relations, with dj i integers and d˜j = 0 or 1: 2[η] ˜
=0  dj i [ηi ]
+ d˜j [η] ˜
= 0, kj [ηj ]
+ i>j

in particular, one has 2ks [ηs ]
= 0 2ks−1 ks [ηs−1 ]
= 0 .. .  2 ki [η1 ]
= 0 2|
/H |[F ]
= 0, for any F in (H ). Proof. Let  be the following morphism from Z × · · · × Z × Z2 into (H ):  ˜ = ˜ η] dj [ηj ]
+ d[ ˜
. (d1 , . . . , ds , d) It is easy to see that if K > H , the sum is non-zero on V K and, from Lemma 5.4,  is onto. Thus, one has to study ker , which is the set of all possible dj ’s and d˜ ’s corresponding to the trivial element (1, 0).

3.5 The one parameter case

143

The extension of (1, 0) will be studied by following the steps of Lemmas 5.2 and 5.3. Hence, if k1 = 2 and corresponding to real variables y1 , y1 , y1 , there is always a
-extension to the set {y1 = y1 = 0} which has a fundamental cell of the form {y1 > 0} × C  , where in C  one has the same variables as in C. By the dimension argument, on {y1 = 0} × C  all
-extensions are homotopic, hence one may assume that this extension is still (1, 0). If one extends as (1, 0) to y1 = y1 = 0, y1 > 0, then B H ∩ {y1 = 0, y1 > 0} can be divided into two pieces, according to the sign of y1 , the map is (1, 0) on its boundary, except for y1 = y1 = 0, −2 < y1 < 2, where it is a
-map. Hence, from Theorem 1.2, deg(F H ; B H ∩ {y1 = 0, y1 > 0}) = 2 deg(F H ; B H ∩ {y1 = 0, y1 > 0, y1 > 0}) is a multiple of |
/H |. Thus,
d1 is even. If Fj −1 ≡ (1, 0)
− i<j di [ηi ]
has been extended to {Arg zi = 0}i<j , then (1, 0) has a
-extension F for zj = 0, as in Lemma 5.3, by dimension. Furthermore, B H ∩ {zj = 0} is covered by |
/H | replicae of the fundamental cell C  which has the same form as C, except that zj replaces zj . From the dimension, dim ∂C  = dim W H − 1, one may deform the map F on ∂C  to (1, 0) without changing the homotopy type of the map F on C  , relative to its boundary. Now, the set B H ∩ {Arg zj = 0} is covered by the ball C  × {Arg zj = 0} and its |
/H |-replicae, where zj is considered as a parameter. The map F is (1, 0) on the boundary, except on C  × {zj = 0} where it is a
-map. Thus, as before, deg(F ; B H ∩ {Arg zj = 0}) depends only on the extension F and is a multiple of |
/H |. Now, if di = 0, for i < j , or if di ηi are trivial on Arg zj = 0, for i < j , then Fj −1 is homotopic to F on ∂(B H ∩ Arg zj = 0) and they have the same degree, that is, in this case dj is a multiple of kj (see Remark 5.1). Consider the map, with λ˜ = µ + iε(|zj |2 − 1), ε = (−1)dim X0 ,   l l Fj = 2t + 1 − 2|zj | |xi |, X0 , (Q1 − 1)yi , λ˜ zj j , (Pj − εj )zj j , {(Pi − εi )zili }i=j ), i =j

{Pi }

where is the usual set of invariant polynomials but with zj replaced by zj , such that the set (Qi − 1, Pi − εi ) has |
/H | zeros of the form γ X0 , with |xi0 | = 1, none of which is on the faces Arg zi = 0, i = j or for Arg zj = 0. The zeros of Fj are for X0 = 0, µ = 0, X = γ X0 , |zj | = 1 and t = 1/2. For Arg zj = 0, the degree of this map is ki = |
/H | and Fj  = 0 for Arg zi = 0, i  = j . Hence,
in [Fj ]
= dj i [ηi ]
+ d˜j [η], ˜ one has dj i = 0 for i < j and, from Lemma 5.3, djj = kj , since one does not need to modify Fj . Furthermore, on B H , one may
-deform λ˜ to µ + iε(|zj |2 + 2τ − 1), since one does not have any more the restriction 0 ≤ zj ≤ R. But, for τ = 1 the map has no zeros in B H , that is [Fj ]
= 0, proving the relations.   Since 2[η] ˜ = 0, one obtains 2ks [ηs ]
= 0 and, iteratively, 2 i≥j ki [ηj ] = 0 and, from Lemma 5.4, 2|
/H |[F ]
= 0 for any F in (H ), that is any element of (H ) has, at most, order 2|
/H |.

144

3 Equivariant Homotopy Groups of Spheres

Finally, if one has a representation of the trivial map,  ˜ η] ˜
, 0= dj [ηj ]
+ d[ then we know that d1 = p1 k1 . Since k1 [η1 ] = − tuting this in the above equality, one obtains 0=


s

˜



˜ 2 d1j [ηj ] + d1 [η]

, upon substi-

s  (dj − p1 d1j )[ηj ] + (d˜ − p1 d˜1 )[η]. ˜ 2

From the argument at the beginning of the proof (absence of η1 , and the sum equal to 0) one has that d2 − p1 d12 = p2 k2 . Substituting the equality for k2 [η2 ], one gets 0=

s  (dj − p1 d1j − p2 d2j )[ηj ] + (d˜ − p1 d˜1 − p2 d˜2 )[η]. ˜ 3

Continuing this argument, one concludes      k1 0 0 . . . 0 p1 d1 d2  d12 k2 0 . . . 0  p2         ..   ..  =  ..  .  .  . ds ps d1s d2s d3s . . . ks together with the relation

d˜ =



pi d˜i mod 2.

On the
other hand, one may take the pi ’s to be arbitrary integers and prove for ˜ η] ˜ = 0. That is, we have proved that ker  is generated by them that dj [ηj ] + d[ the above relations.  Remark 5.2. The computation of dij and d˜j is involved. A way of doing it is indicated in [I.V. 1, Theorem 8.2]. Here we shall only give it in the particular case where V = R × W , after studying two examples. Example 5.1. Suppose
∼ = Z9 acts on (z1 , z2 ) as (e2πik/3 z1 , e2πik/9 z2 ) together   with their twins (z1 , z2 ). Taking C to be {|zj | ≤ 2, 0 ≤ Arg zj < 2π/3, j = 1, 2}, with k1 = k2 = 3, let η1 = (2t + 1 − 2|z1 ||z2 |, (µ + i(|z1 | − 1))z1 , z1 , (z12 z23 + 1)z2 , z2 ) η2 = (2t + 1 − 2|z1 ||z2 |, (z13 + 1))z1 , z1 , (µ + i(|z2 | − 1))z2 , z2 ) η˜ = (ε 2 − |z1 |2 |z12 z23 + 1|, (z13 + 1)z1 , z1 , (µ + i(2t − 1))(z12 z23 + 1)z2 , z2 ).

3.5 The one parameter case

145

Note that the generators given in Lemma 5.3 should have as first component (2t + 1 − 2|z1 z1 z2 z2 |) and (¯zj zj + 1)zj instead of zj . If these generators are denoted by η1 and η2 , one has, from Lemma 5.4, η1 = d1 η1 + d1 η2 + d˜1 η˜ η2 = d2 η2 + d˜2 η, ˜ since deg(η1 |Arg z1 =0 ; B H ∩ Arg z1 = 0) = 3, thus, d1 = 1. Also, η2 |Arg z1 =0 is non-zero and deg(η2 ; B H ∩ Arg z2 = 0) = 3, hence d2 = 1. One may then express η1 and η2 in terms of η1 and η2 (and η) ˜ and choose η1 and η2 as generators. One has the relations 3η1 + d2 η2 + d˜1 η˜ = 0 3η2 + d˜2 η˜ = 0. On the other hand, one may choose C  = {|z2 | ≤ 2, 0 ≤ Arg z2 ≤ 2π/9} with the generators η = (2t + 1 − 2|z2 |, z1 , z1 , (µ + i(|z2 | − 1))z2 , z2 ), η˜  = (ε 2 − |z29 + 1|, z1 , z1 , (µ + i(2t − 1))(z29 + 1)z2 , z2 ), since the same argument about the generator given in Lemma 5.3 is valid: in fact, the l term (Pj + 1)zjj , with kj = 1, is useful only when lj > 1; if lj = 1, one replaces it by zj . One has the relation 9η + d˜ η˜  = 0, and looking at deg(ηj ; B H ∩ Arg z2 = 0), for j = 1, 2, one has η1 = 2η + d1 η˜  , η2 = 3η + d2 η˜ 1 , η˜ = d˜  η . (The last relation comes from the fact that η˜ is not zero on Arg z2 = 0). Now, if one forgets the action of
, one obtains maps from R10 into R9 , hence elements of 9 (S 8 ), which is generated by the suspension of the Hopf map. For η2 and η˜ one may take small neighborhoods of the three zeros of z13 + 1 and get that η2 = 3[(2t + 1 − 2|z2 |, z1 , z1 , (µ + i(|z2 | − 1))z2 , z2 )] η˜ = 3[(ε 2 − |z23 + 1|, z1 , z1 , (µ + i(2t − 1))(z23 + 1)z2 , z2 )]. In the first map one may replace |z2 | − 1 by (1 − τ )(|z2 | − 1) + τ (t − 1/2) and then, in the first component, 2t + 1 by (1 − τ )(2t + 1) + 2τ . On the other hand, near the three zeros of z23 + 1, one obtains η˜ = 9[(ε2 − |z2 − z20 |, z1 , z1 , λ(z2 − z20 ), z2 )].

146

3 Equivariant Homotopy Groups of Spheres

Thus, η2 = 3η, η˜ = 9η, where η is the suspension of the Hopf map. The same argument yields η = η, η˜  = 9η in 9 (S 8 ). From here one obtains ˜ d2 = 1, d˜ = 1, d˜  = 1, d2 = 0. Substitution of these values in the relation for 3η1 yields (6 + 3d2 )η + (3d1 + d˜1 )η˜ = 0, hence 6 + 3d2 = 9k and 3d1 + d˜1 = k. Thus, d2 = 3k − 2 and two values of d2 differ by 3, which, given the relation 3η2 + η˜ = 0, changes only the second term. Hence, one may take k = 1 and get d1 + d˜1 = 1 and 3η1 + η2 + d˜1 η˜ = 0, 9η + η˜ = 0, 3η2 + η˜ = 0, η˜  = η, ˜

η1 = 2η + d1 η˜

η2 = 3η .

In order to compute the class of η1 in 9 (S 8 ), one may perform the following sequence of deformations: 1.



(1 − τ )λ˜ −τ λ˜ z2

τ (1 − τ )z2



z1 z12 z23 + 1



where λ˜ = µ + i(|z1 |2 − 1). If λ˜ z2  = 0, then z1 = 0 and η1 has no zeros. If λ˜ = 0, then z12 z32 + 1 = 0 and |z1 | = |z2 | = 1, t = 1/2, hence the deformation is valid. 2. In λ˜ change |z1 |2 − 1 to (1 − τ )|z1 |2 + τ (t + 1/2)6 − 1: on a zero, one has |z2 | = |z1 |−2/3 , |z1 z2 | = t + 1/2 = |z1 |1/3 , hence |z1 | = 1 and the zeros are inside B H . 3. If x = t + 1/2, then x 6 − 1 = (x − 1)(x 5 + x 4 + x 3 + x 2 + x + 1) and the second term may be deformed linearly to 6 and then to 1. 4. Deform linearly 2t + 1 to 2 in the first component. One has obtained the map (1 − |z1 z2 |, λz1 z2 , z12 z23 + 1). 5. Replace z12 z23 + 1 by z12 z22 z2 + 1 − τ + τ (z1 z2 )2 (¯z1 z¯ 2 )2 , where on a zero, with |z1 z2 | = 1, one obtains |z2 | = 1. 6. The rotation



1−τ −τ z12

τ z22 (1 − τ )z12 z22



λz1 z2 z2 + (¯z1 z¯ 2 )2

gives the map (1 − |z1 z2 |, z23 + z¯ 12 |z2 |4 , −λz13 z2 ).



147

3.5 The one parameter case

7. The deformation z23 + z¯ 12 |z2 |2 ((1 − τ )|z2 |2 + τ ) is valid, since on a zero, with |z1 z2 | = 1, one would obtain |z2 |3 = (1 − τ )|z2 |2 + τ,

i.e.,

(|z2 | − 1)(|z2 |2 + τ |z2 | + τ ) = 0,

which has a unique zero at |z2 | = 1. 8. Deform 1 − |z1 z2 | to 1 − (1 − τ )|z1 z2 | − τ |z2 |3/2 , which is valid since a zero of the second component gives |z2 | = |z1 |2 or z2 = 0. 9. Replace z23 + z¯ 12 |z2 |2 by z23 + z¯ 12 ((1 − τ )|z2 |2 + τ ). 10. Deform 1 − |z2 |3/2 to τ (|λ| − 1) + (1 − τ )(1 − |z2 |3/2 ): on a zero of the map one has either z13 z2 = 0 and then z1 = z2 = 0 from the second equation. On the boundary of B, one would have |λ| = 2 and the above expression is positive. The other possibility is λ = 0, then, if |z1 | = 2, one gets |z2 | = |z1 |2/3 = 22/3 > 1 and, if |z2 | = 2, one has also |z2 | > 1 and the above deformation is negative, hence the deformation is valid. One has arrived at the map (|λ| − 1, z23 + z¯ 12 , −λz13 z2 ). 11. Replace z13 by z13 − τ , obtaining, for τ = 1, the following zeros: (a) |λ| = 1, z2 = 0, z1 = 0, where the map is locally deformable to (|λ| − 1, z¯ 12 , λz2 ), which is −2η, where η is the suspension of the Hopf map.

(b) |λ| = 1, z1 = z10 with z10 = 1 or e2πki/3 , z2 = −e−4πki/9 , k = 0, . . . , 8, where the map is locally deformable to (|λ| − 1, z2 − z20 , −λ(z1 − z10 )), i.e., to η.

12. Since the additivity for the degree in 9 (S 8 ) is valid one obtains that the class of η1 in 9 (S 8 ) is 7η. i.e., since this group is Z2 , η1 is η in this group and d˜1 = 0, d1 = 1. The relations are 3η1 + η2 = 0, 9η + η˜ = 0, 3η2 + η˜ = 0, η2 = 3η .

η1 = 2η + η˜

Thus, choosing η as the generator, one obtains that (H ) ∼ = Z18 . Note that the other isotropy subgroup is K = Z3 , with V K = V
× {(z1 , z1 )}. For (K), one has the generators η0 = (2t + 1 − 2|z1 |2 , (µ + i(|z1 |2 − 1))z1 , z1 , z2 , z2 ) η˜ 0 = (ε 2 − |z13 + 1|, λ(z13 + 1)z1 , z1 , z2 , z2 ) with the relations 3η0 + d η˜ 0 = 0,

2η˜ 0 = 0.

148

3 Equivariant Homotopy Groups of Spheres

By following the preceding deformations, it is easy to show that, in 9 (S 8 ), one has η˜ 0 = 3η and η0 = η and then d = 1. Thus, (K) ∼ = Z6 . If one adds X0 , with dim X0 ≥ 3, one gets 
SV (S W ) ∼ = Z2 × Z6 × Z18 . Note that deg(η1 ; B H ∩ {Arg z2 = 0}) = −2. In fact, the zeros of η1 on this set are for µ = 0, t = 1/2, z1 = ±i, z2 = 1 and one may perform the following deformations: 1. (z12 z23 + 1)((1 − τ )z2 + τ ), since z2 ≥ 0. 2. µ + i((1 − τ )|z1 | + τ (t + 1/2)3 − 1), since, on a zero, one has |z2 | = |z1 |−2/3 and |z1 z2 | = |z1 |1/3 = t + 1/2. Deform next (t + 1/2)3 − 1 to t − 1/2 and 2t + 1 − 2|z1 z2 | to 2(1 − |z1 z2 |) and next to 1 − |z1 z2 |. One has obtained the map (1 − |z1 z2 |, λz1 , z12 z23 + 1). 3. The deformation (1 − τ )(1 − |z1 z2 |) + τ (|z2 |1/2 − 1) is valid (again, on a zero, one has |z1 | = |z2 |−3/2 and |z1 z2 | = |z2 |−1/2 ). 4. Multiplying the first component by |z2 |1/2 + 1 and deforming z23 to 1, one has the map (z2 − 1, λz1 , z12 + 1) which has degree −2. However, one has that deg(3η1 + η2 ; B H ∩ {Arg z2 = 0}) = −6 + 3 = −3, i.e., this justifies the second part of Remark 5.1, that the relation 3η1 + η2 = 0 is valid in 
SV (S W ) but not in B H ∩ {Arg z2 = 0}. Nevertheless, there is one important case where one may compute the coefficients of the relations from the degrees of restrictions. That is Theorem 5.3. Assume that V = R × W and kj = mj = |
/Hj | for all j ’s with
˜ η] kj > 1. Then [F ]
= dj [ηj ]
+ d[ ˜
, where !   mi dj = deg(F ; B H ∩ {Arg zj = 0}) i =j

and the relations for (H ) are mj ([ηj ]
+ [η] ˜
) = 0 2[η] ˜
= 0. In particular, [F ]
= 0 if and only if dj = aj mj and d˜ has the parity of




dj .

149

3.5 The one parameter case

Proof. The condition kj = mj means that one has s coordinates with the same kj ’s regardless of the order in the construction of C, the other variables are just a suspension. m Hence, one may take Pj = xj j and the generators ηj are the same, independently of the order. Thus, if one chooses xj as the first coordinate in C, then dj will have the form stated after using Lemma 5.2. On the other hand, taking xj as the last coordinate in C, one has the relation mj [ηj ] + d˜j [η˜j ] = 0 where

   ˜ j , zj ηj = 2t + 1 − 2|zj | |xi |, X0 , (Qi − 1)yi , (ximi + 1)xi , λz    m m |xi ||xj j + 1|2 , X0 , (Qi − 1)yi , (ximi + 1)xi , λ(zj j + 1)zj , zj . η˜j = ε 2 − i =j

Note that, by construction, η˜j is non-zero on ∂C and has the class of η in C, this ˜ implies that all η˜j ’s are homotopic on ∂C and
-homotopic on ∂B H to a single map η. Note also that, in ηj , one may perform the deformations, in the first component and in λ, given by    (1 − τ ) 2t − 1) + 2(1 − |zj | |xi |), µ + i((1 − τ )(|zj | − 1) + τ (2t − 1) : on a zero of the map one has |xi | = 1 and the above components can be written as



1 − τ −2 2t − 1 τ (1 − τ ) |zj | − 1 which gives an admissible deformation. Hence, with λ = µ + iε(2t − 1)    ηj = 1 − |zj | |xi |, X0 , (Qi − 1)yi , (ximi + 1)xi , λzj , zj .

Denote by A the vector (X0 , (Qi − 1)yi , {(ximi + 1)xi }i=j ) and by A = |xi |. For a lighter notation we shall drop the index j in zj , zj and mj . Consider then the map 2 F = (1 − A(|z| + |z |), A, λz , λm−1 z(m−1) ) which is equivariant since zm

2 −2m

is invariant. Take the equivariant deformation

((1 − τ )λz − τ z¯ m−1 , τ z¯  m−1 + (1 − τ )λm−1 z(m−1) ). 2

On a zero, conjugate the first equation and take its (m − 1)-power. One obtains the system

m−1

z¯ (1 − τ )m−1 λ¯ m−1 −τ m−1 = 0. 2 τ (1 − τ )λm−1 z(m−1)

150

3 Equivariant Homotopy Groups of Spheres

The only zero of the deformed map is for λ = 0, τ = 0, |xi | = 1 and |z| + |z | = 1. Furthermore, for τ = 1, the map has no zeros, that is F is trivial. One may also perform the equivariant deformation ((1 − τ )λz + τ λm z(m−1) , −τ z + (1 − τ )λm−1 z(m−1) ) 2

2

which deforms F to F  = (1 − A(|z| + |z |), A, λm z(m−1) , −z ). 2

This map is non-zero on the faces of C, except for Arg z = 0, on which it has degree m. Hence, 0 = [F ] = mj [ηj ] + d˜j [η]. ˜ One may also rotate λm and obtain (1 − A(|z| + |z |), A, λm z , z(m−1) ). 2

Replace z(m−1) by (zm + τ 2−m )m−2 z. For τ = 1, one has a map with zeros at |xi | = 1, i = j, λ = 0 and either z = 0, |z | = 1, or |z| = 1/2 = |z |. Divide B H into two invariant sets: B1 = B H ∩ {|z| < 1/4} and its complement B2 . One may compute the
-degree on each one and, from Remark 2.3 of Chapter 2, one has deg
(F ; B H ) = deg
(F ; B1 ) + deg
(F ; B2 ). 2

Now, deg
(F ; B1 ) = Q0 [F  |B1 ]
. But, on B1 one may deform zm to 0, rotate back λm and obtain the map (1 − A(|z| + |z |), A, λm z, −z ) = m[ηj ]. Furthermore, from the form of the generators, Q0 is an isomorphism. On ∂B2 , one may deform linearly the first component to (1/2−A(|zm +2−m |+|z |) and deform zm + 2−m to zm + 1. Rotate back λm to get the map F˜ = (1/2 − A(|zm + 1| + |z |), A, λm (zm + 1)m−2 z, −z ) once one has noticed that any disk with center at a point with |z| = 1 and with 1/2 − |zm + 1| = 0 does not intersect ∂B2 . The map F˜ has no zeros on the faces of C, hence its class is a multiple of [η] ˜
, which is given by its ordinary class with respect to C, where the set (Qi − 1, zimi + 1) has just one zero. It is easy to see that this class is m(m − 2)-times the Hopf map ˜
, proving the theorem, since for the last point, one has in Z2 . Thus, [F˜ ]
= m[η] that ker , in the proof of Theorem 5.2, is given by multiples of mj , with the stated congruence for d˜ (one has dij = 0, for i  = j , and d˜i = mi ).  Although Theorem 5.3 seems to be a very special case, it will enable us to give another description of (H ).

3.5 The one parameter case

151

Assume V = R × W and
/H ∼ = Zp1 × · · · × Zpm , generated by γ1 , . . . , γm .   Let X = {Z1 , Z1 , . . . , Zm , Zm } be a new
-space with the following action: γj Zj = e2πi/pj Zj , γj Zi = Zi , i = j , and Zj is the duplicate of Zj . For any F in (H ) one has the suspension Q X F = (F, X) from V H × X H H as fundamental cell, then any
-map G from into W H × XH . If one takes C × BX H H H H V × X into W × X which is non-zero on the ball in (V × X)K , for all K > H , is classified by the formula  ˜
, ˜ X dη] [G]
= dj [Q X ηj ]
+ d[Q since the suspensions Q X ηj and Q X η˜ are clearly the generators for the group (H ) corresponding to V × X. This formula proves also that Q X (H ) ∼ = (H ). But one may choose the cell C  given by {0 ≤ Arg Zj < 2π/pj }, with the generators    p |Zi |, X0 , {xi }, (Zi i + 1)Zi , Zi , λZj , Zj Q V ηj = 1 −    p p p |Zi ||Zmm + 1|, X0 , {xi }, {(Zi i + 1)Zi }i<m , λ(Zmm + 1)Zm . Q V η˜  = ε 2 −


i<m

dj [Q V ηj ]
+ d˜  [Q V η˜  ] as in Theorem 5.3. Furthermore, the relaThen, [G]
= tions of that theorem hold and Q V is an isomorphism. We have proved the following Theorem 5.4. If V = R × W and
/H ∼ = Zp1 × · · · × Zpm , then any F in (H ) is given by  dj [Q V ηj ]
+ d˜  [Q V η˜  ]
, Q X [F ]
= with the relations 2[η˜  ]
= 0 pj ([ηj ]
+ [η˜  ]
) = 0. For instance, one may have pj = kj coming from the fundamental cell. Note that in order to compute dj with the formula of Theorem 5.3, one has to perturb Q X F so that it has no zeros on the edges of C  , that is for Zj = 0. However,
 [F ]
= 0 if and only if dj = aj pj and dj + d˜  is even, since Q X and Q V are isomorphisms. One may give a better presentation of the above relations. For example, let [ηj ]
= [ηj ]
+ [η˜  ]
,

j = 1, . . . , m



[η0 ]
= [η˜ ]
. Then (H ) is presented by [ηj ]
, j = 0, . . . , m, with the relations pj [ηj ]
= 0,

p0 = 2.

152

3 Equivariant Homotopy Groups of Spheres

Theorem 5.5. If V = R × W , then (H ) ∼ = Z2 ×
/H .
 V  Proof. Any F in (H ) is given by Q X [F ]
= dj [Q ηj ]
+ d˜  [Q V η˜  ]
=
 V
dj [Q ηj ]
+ (d˜  − dj )[Q V η0 ]
. In particular [F ]
= 0 if and only if dj is a multiple of pj , for j = 0, . . . , m. Thus, each ηj generates a cyclic group of order pj . Note however that the generators ηj are more difficult to write down explicitly.  Another presentation of (H ) is the following Theorem 5.6. If V = R × W and
/H ∼ = Zp1 × · · · × Zpm , then (H ) ∼ = Zq0 × · · · × Zqm , with q0 = (2 : p1 : . . . pm ) the largest common divisor, qm is the least common multiple of 2, p1 , . . . , pm . Furthermore, qj = hj +1 / hj for j = 0, . . . , m, where h0 = 1, hj is the largest common divisor of all possible products of j among the numbers p0 , . . . , pm . Proof. Given pi , pj , let p = (pi : pj ), then there are ki , kj such that pi ki + pj kj = p. Let ξi = (pi /p)ηi − (pj /p)ηj ξj = kj ηi + ki ηj . Then, (pi /p)ξj = ηj + kj ξi , (pj /p)ξj = ηi − ki ξi . Furthermore, pξi = pi ηi − pj ηj = 0,

(pi pj /p)ξj = (pj kj /p)pi ηi + (pi ki /p)pj ηj = 0.

Without taking into account the relations, one may express, on the basis ξi , ξj , these equations in the form





1 −1 pi 0 ki pj /p p 0 = , pj kj /p pi ki /p 0 pj −kj pi /p 0 pi pj /p where the non-diagonal matrices have determinant equal to 1, i.e., they are invertible over Z. Thus, one may replace ηi , ηj by ξi , ξj and (pi , pj ) by p = (pi : pj ) and the least common multiple of pi and pj . Note that p may be 1 and that if p = min(pi , pj ), say p = pi , then one may take ki = 1, kj = 0 and the change of variables does not change the relations. Continuing this process, it is easy to see that one arrives at a new set of generators ζ0 , . . . , ζm and relations qj ζj = 0, where q0 = (p0 : p1 : · · · : pm ), qm = l.c.m.(p0 , p1 , . . . , pm ), qj divides qj +1 and one has matrices M and N, invertible over Z, such that Q = MP N, where Q = diag(q0 , q1 , . . . , qm )

and

P = diag(p0 , p1 , . . . , pm ).

3.5 The one parameter case

153

This is the content of the Fundamental Theorem for abelian groups [Jo, p. 57]. The integers qj are called the invariant factors of P . If hi (A) is the greatest common divisor of the principal (i × i)-minors of a matrix A with integers entries, then one may prove that, if Q = MP N, with M and N invertible over Z, then hi (P ) = hi (Q).

Furthermore, since qj divides qj +1 , we have that hi (Q) = j j0 since then pj +1 and pj are even. 

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3 Equivariant Homotopy Groups of Spheres

Example 5.2. The relations of the last theorems are a good source of problems where there is no bifurcation, i.e., with no non-trivial solutions. For instance, if Zm acts on C2 , then the equivariant map " # m−1

λz1 −¯z2 = 0, (m−1)2 + τ m−1 z¯ 1m−1 λ z2 where λ = µ + iν and τ = (|z1 |2 + |z2 |2 ), has no solution but z1 = z2 = 0: use the argument of Theorem 5.3. The action of
/H on the auxiliary space is, in a certain sense, arbitrary. In studying Hopf bifurcation for non-autonomous problems we shall encounter the following situation: Let V be a Zp -space of the form (µ, z1 , zm ), with action of Zp as exp(2πik/p) on z1 and as exp(2πimk/p) on zm , with m and p relatively prime. One has then the following generators, with λ = µ + i(2t − 1) p

p

η1 = (1 − |z1 |, λz1 , zm ), η˜ = (ε − |z1 + 1|, λ(z1 + 1)z1 , zm ) with the relations p(η1 + η) ˜ = 0,

2η˜ = 0.

One could have taken instead ηm and η˜ m which are defined as η1 and η˜ but with z1 and zm interchanged. Proposition 5.1. There is an integer n such that nm ≡ 1, modulo p, and |n| is odd, with the property ηm = nη1 , η˜ m = η. ˜ Proof. Since m and p are relatively prime, there is n such that nm ≡ 1, modulo p, with n > 0, or else nm + αp = 1. If p is even, then n and m are odd, while if p is odd and n is even, replace n by n − p (and α by α + m), with |n − p| odd. Recall, from Theorem 5.3, that any Zp -map f such that f |z1 =0 is non-zero, can be written as ˜ η] [f ]
= d[η1 ]
+ d[ ˜
, where d = deg(f ; B ∩ {Arg z1 = 0}). p n , λ(zp + 1)z ) which is Z -deformable to η˜ . Take f = (ε − |zm + 1|, z1 − zm m p m m n will be Since, on a zero, zm is close to a p-th root of eπi , hence the argument of zm close to πn(1 + 2k), which is not close to 2π l, since n is odd. Thus, f is non-zero for ˜ η] ˜
. Since one may interchange z1 and zm (and Arg z1 = 0 and one has [η˜ m ]
= d[ m n ˜ ˜
= dm [η˜ m ]
, hence d˜ d˜m = 1 and one has η˜ = η˜ m . zm by z1 ), one has [η] Consider now the maps f1 = (1 − |z1 |2 − |zm |2 , z1mn , λzm ) f2 = (1 − |z1 |2 − |zm |2 , λn z1mn , zm ).

3.5 The one parameter case

155

˜ From the above rules, one has [f1 ] = mn[ηm ] + d1 [η˜ m ] and [f2 ] = n[η1 ] + d2 [η]. 2 Now, on ∂B × ∂B, one has the Zp -deformations n , (1 − τ )λzm − τ z1m ) ((1 − τ )z1mn + τ λn zm

(which, by taking the expression (1 − τ )λzm = τ z1m to the n-th power, is zero only if z1 = λzm = 0), hence f1 is Zp -homotopic to n (1 − |z1 |2 − |zm |2 , λn zm , −z1m ). n +τ znm , −(1−τ )zm +τ z ) gives that f is Z -homotopic Then, the rotation ((1−τ )zm m 1 p 1 1 to f2 . Hence,

mn ηm + d1 η˜ = (1 + kp)ηm + d1 η˜ = ηm + d˜1 η˜ = nη1 + d2 η˜ ˜ and ηm = nη1 + d η. If p is odd, then from pηm = −pη, ˜ pη1 = −p η, ˜ one gets pd ≡ p(n − 1), [2]. But, since n is odd, one gets d ≡ 0, [2]. If p is even, then m and n are odd. Let mn = 1 + kp and on ∂{(λ, z1 , z1 , zm ) : |λ| ≤ 1, |Z| ≤ 2}, consider the following maps, which are Zp -homotopic to a suspension of f1 : kp

f3 = (1 − |Z|2 , z1 , z1 (z1 + τ 2−kp ), λzm ) kp

f4 = (1 − |Z|2 , λn z1 , z1 (z1 + τ 2−kp ), zm ) (the second map comes from a rotation of z1mn and z1 in f2 ). Decompose the set {Z : |z1 | ≤ 2} in B1 = {z1 : |z1 | ≤ 1/4} and its complement B2 . The Zp -degree of the above maps is the sum of the degrees on B1 and B2 . kp On B1 one may deform z1 to 0 and obtain ηm for f3 and nη1 for f4 . On B2 , one may use the homotopy kp

(1 − τ )(1 − |Z|2 ) + τ (ε 2kp − |z1 + 2−kp |2 − |z1 |2 − |zm |2 ), where ε is so small that any disk, with center at a point with z1 = 0, zm = 0, |z1 | = 1/2, and of radius ε does not intersect ∂B2 , hence, for τ = 1, the degree is the same on B2 and on the full set {Z : |Z| ≤ 2}. Now, for ε < 1/2, the maps are non-zero if ˜ which may be computed Arg z1 = 0. Hence, the classes of the maps are multiples of η, on the boundary of the fundamental cell {0 ≤ Arg z1 < 2π/p}. kp There, one may deform z1 to 1 and obtain k zeros of z1 + 2−kp in the cell. It is then easy to see that, for the first map, one obtains k η˜ and knη˜ for the second. Hence, [f3 ] = ηm + k η, ˜

[f4 ] = nη1 + knη. ˜

From the fact that [f3 ] = [f4 ] and ηm = nη1 + d η˜ one gets d η˜ = k(n − 1)η. ˜ Since we have chosen n to be odd, we have d ≡ 0, [2], and the proposition is proved. 

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3 Equivariant Homotopy Groups of Spheres

3.6

Orthogonal maps

Recall that if the abelian group
= T n ×Zm1 ×· · ·×Zms acts on the finite dimensional space V , then a
-orthogonal map F (x) from V into itself is an equivariant map with the property that F (x) · Aj x = 0 , j = 1, . . . , n, where Aj is an infinitesimal generator for the action of T n . (see §7 of Chapter 1). Gradients of
-invariant functionals are
-orthogonal maps. In §4 of Chapter 2, we have defined an orthogonal degree for such maps, as elements of 
⊥S V (S V ), the abelian group of all orthogonal
-homotopy classes of S V into itself. One has the following important result Theorem 6.1. 1. 
⊥S V (S V ) ∼ = Z × · · · × Z, with one Z for each isotropy subgroup of
.
2. [F ]⊥ = dH [FH ]⊥ , with explicit generators FH . If dH  = 0, then F has a zero in V H . Proof. Let F be an orthogonal
-map, from B into V , which is non-zero on ∂B (recall that we are including the variable t in V ). We shall decompose [F ]⊥ by modifying it on the different isotropy subspaces. n n ˜ Step 1. If V˜ = V T , then [F T ] is an element of 
V˜ (S V ) and as such, one has from S Corollary 2.1 and Theorem 3.2  n [F T ] = dH [FH ].

T n ≤H n Since Aj x = 0 on V˜ , then [F1 ]⊥ ≡ [F ]⊥ − [F T , Z]⊥ has a non-zero orthogonal n n
-extension to B T . Thus, F1 (X, Z) may be written as (F1T (X, Z), F⊥ (X, Z)), with F1 (X, 0) = 0 and F⊥ (X, Z) orthogonal to Aj Z.

Step 2. Recall that the action of T n on the k-th coordinate of Z is of the form exp iN k , /, where N k = (nk1 , . . . , nkn ). Assume, without loss of generality, that j n11 = 0 and define λj = n1 /n11 for j = 2, . . . n. Let n

V1 = V T × {zk : nk1  = 0 and njk = λj nk1 , j ≥ 2}. n

(Of course, by removing the condition nk1  = 0, one includes directly V T in V1 ). T1 Then,
non V1 , one has Aj x = λj A1 x and V1 = VV , where T1 is the (n − 1)-torus (− 2 λj ϕj , ϕ2 , . . . , ϕn ). Let B1 be the ball B 1 , then the map F1 (x) + λA1 x is non-zero on ∂(I × B1 ), where λ is in I = [−1, 1]: in fact, F1 (X, 0)  = 0 and, from the fact that F1 is orthogonal to A1 x a zero of the above map is such that F1 (x) = 0 and λA1 X = 0. That is, if Z  = 0, then λ = 0 and F1 (x) + λA1 x defines an element

157

3.6 Orthogonal maps

˜ of 
SR×V1 (S V1 ) ∼ = 
R×V˜ (S V ) × Z × · · · × Z, with one Z for each isotropy subgroup S

n

H with dim
/H = 1 (see Corollary 2.1). Since F1T  = 0, one has that  dH [F˜H ], [F1 (x) + λAx] = 0 + T1 ≤H
where F˜H is given in Theorem 3.2:    |xi |, X0 , (ε(|z1 | − 1) + iλ)z1 , (Qi − 1)yi , (Pi + 1)zi , F˜H (λ, x) = 2t + 1 − |z1 | where Qi , Pi are the familiar monomials, ε = ±1 is such that the degree of F˜H on the fundamental cell is 1. Let FH (x) = F˜H (0, x) − (F˜H (0, x), A˜ 1 (x))A˜ 1 (x), where A˜ 1 (x) = A1 x/&A1 x&, is as in Theorem 7.1 of Chapter 1. By construction, FH (x) is an orthogonal
-map. Its z1 -component is (ε(|z1 | − 1) − iα(x)n11 )z1 , ˜ ˜ where α(x) =

(FH (0, x), A1 (x))/&A1 x&. Furthermore, the first component of FH is 2t +1−|z1 | |xi | . Thus, the zeros of FH are those of F˜H (0, x) and FH defines an element of 
⊥S V (S V ). Moreover, F˜H (λ, x) is
-homotopic to FH (x)+λε1 A1 x, where ε1 = Sign n11 : in fact, the zk -component of this last map is (Pk +1+i(λε1 −α(x))nk1 )zk , while the z1 -component has the form (ε(|z1 | − 1) + i(λε1 − α(x))n11 )z1 . Since zeros must be with z1  = 0 (first component), one may deform λε1 − α(x) to 0 in the zk component, α(x) to 0 in the z1 -component, and then ε1 n11 to 1 and arrive at F˜H (λ, x). Note that the zeros of FH (x) + λε1 A1 x are only at λ = 0 and with FH (x) = 0, since FH is orthogonal to Aj x. Hence, FH (x) + λε1 A1 x can be taken as a generator for 
SR×V1 (S V1 ). Complementing FH by the identity on V1⊥ , one has that  dH [FH ]⊥ [F2 ]⊥ ≡ [F1 ]⊥ − T1 ≤H
is orthogonal to Aj x and F2 (x) + λA1 x, is
-extendable on ∂(I × B1 ) ∪ B T to a non-zero
-map F (λ, x) on I × B1 . Claim 6.1. F2 |V1 has a non-zero orthogonal extension to B1 , i.e., [F2V1 ]⊥ = 0. Proof. The proof follows the lines of Theorem 1.1 by working on V1H , for H in decreasing order. Thus, if H is maximal (hence any K > H must contain T n ), one may extend [F2 ]⊥ = [F1 ]⊥ − dH [FH ]⊥ in such a way that the resulting orthogonal map is non-zero on ∂CH : in fact, this is true on V K , for K > H , since there F1K is non-zero and by a dimension argument, since dim ∂CH = dim V H − 2, as in Corollary 1.2. Thus, one may assume that F2 (x) +λA1 x is non-zero on ∂(I × CH ) and has a zero extension degree, i.e., the degree with respect to I × CH .

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3 Equivariant Homotopy Groups of Spheres

Now, on CH one has that z1 is in R+ and, since F2 (x) = 0 for z1 = 0, one may compute this obstruction degree on the ball A ≡ I × CH ∩ {z1 > ε}, for some small ε. If F2 is written as (f1 , f2 , F⊥ ), where f1 + if2 corresponds to the z1 -component, one may perform on ∂A the homotopy F2 (x) + λ(τ A1 x + (1 − τ )A1 z1 ). In fact, taking the scalar product with F2 (x) one has |F2 |2 + λ(1 − τ )(F2 , A1 z1 ) = 0, on a zero of the homotopy, that is, from the orthogonality, |F2 |2 − λ(1 − τ )(F⊥ , A1 y) = |F2 |2 + λ2 (1 − τ )|A1 y|2 = 0 since on a zero of the homotopy one has F⊥ = −λτ A1 y. Hence, F2 (x) = 0 and λA1 z1 = 0, but, since z1 ≥ ε, this means λ = 0, that is, the zeros of the homotopy are inside A. The resulting map (f1 , f2 + λn11 z1 , F⊥ ) is linearly deformable on ∂A to (f1 , λ, F⊥ ), since from the orthogonality one has, for z1 real: f2 z1 = −(F⊥ , A1 y), assuming n11 > 0. From the product theorem, one obtains that deg(f1 , F⊥ ; CH ∩ {z1 > ε}) = 0, i.e., (f1 , F⊥ ) has a non-zero extension, (f˜1 , F˜⊥ ), to CH ∩ {z1 ≥ ε}. Defining, on this set, f˜2 = (−F˜⊥ , A1 y)/z1 , one obtains a non-zero orthogonal extension F˜2 (x) of F2 (x) first on CH (since for 0 ≤ z1 ≤ ε, one has the given map F2 ) and then, by the action of the group
, on V1H . For a general H , one assumes by induction that  [F2 ]⊥ = [F1 ]⊥ − dK [FK ]⊥ H ≤K

has been extended, as a non-zero orthogonal map to all V1K , for H < K. That is, together with a dimension argument, one has a non-zero map on ∂CH , in particular for the corresponding z1 = 0. Then, one repeats the above argument in order to obtain  a non-zero orthogonal extension F2 on V1H . Step 3. On V1⊥ consider the first coordinate zk with nk1  = 0 and repeat the above n ˜ construction in order to get V˜1 = V T1 . Clearly, V˜1 ∩ V1 = V T and one obtains a n non-zero orthogonal extension on V˜1 of F T . Since the generators for F2 are trivial on V1⊥ , one obtains a compatible extension. One repeats this construction until all coordinates with nk1  = 0 are exhausted and then, with n

V2 = V T × {zk : nk1 = 0, nk2  = 0, njk = λj nk2 , j > 2, where λj = njk0 /nk20 }, and so on. Hence, if H is such that dim
/H = 1, one has one z1 with dim
/H1 = 1 and |H1 /H | < ∞, and one has an extension  [F2 ]⊥ = [F1 ]⊥ − dH [FH ]⊥ , dim
/H =1

159

3.6 Orthogonal maps

which is orthogonal and non-zero on



dim
/H =1 V

H.

Step 4. The next stage is for two-dimensional Weyl groups. Assume

n1 det 21 n1

n12 n22

= det A  = 0

and define, for j ≥ 3, λj1 and λj2 by " # " # λj1 nj1 = A . nj2 λj2 Let V2 = {zk : njk = λj1 nk1 + λj2 nk2 , j ≥ 2}. Then, on V2 , one has Aj x = λj1 A1 x + λj2 A2 x for j ≥ 3 and V2 = V T2 , where T2

is the (n − 2)-torus (− λj1 ϕj , − λj2 ϕj , ϕ3 , . . . , ϕn ). In particular, any isotropy subgroup H for V2 has dim
/H ≤ 2 and the action of T n on zk in V2 is exp i(nk1 ψ1 +

nk2 ψ2 ), where ψ1 = ϕ1 + λj1 ϕj , ψ2 = ϕ2 + λj2 ϕj : see Lemmas 2.4, 7.1, and Remark 2.1 of Chapter 1. Consider the map F2 (x) + λ1 A1 x + λ2 A2 x, λ1 , λ2 in I = [−1, 1], where F2 (x) = 0 if dim
/
x ≤ 1 and F2 is an orthogonal
-extension of F (x). Hence, a zero of this map will give a zero of F2 and with λ1 = λ2 = 0: in fact, since Aj x is tangent to the orbit
x, here at most two-dimensional, and that F2 (x) = 0 if
x is one-dimensional. Hence, on zeros of F2 , A1 x and A2 x are linearly independent. (We are assuming here that det A > 0; if not, change λ1 to −λ1 ). Thus, [F2 (x) + λ1 A1 x + λ2 A2 x] is an element of 
R2 ×V (S V2 ), the group of all S

2


-homotopy classes of maps from ∂(I 2 × B2 ) into V2 \{0}, where B2 is the ball B V2 . Now, this group is A × Z × · · · × Z, with A corresponding to isotropy subgroups H on V2 with dim
/H ≤ 1 and there is one Z for each H with dim
/H = 2: see Theorem 3.2. Then,  dH [F˜H ]
, [F2 (x) + λ1 A1 x + λ2 A2 x]
= 0 + T2 ≤H

with dim
/H = 2. Here F˜H is the following map   |xi |, X0 , (Qi − 1)yi , (Pj + 1)zj , F˜H (λ, x) = 2t + 1 − 2|z1 z2 | (|z1 |2 − 1 + i(n11 λ1 + n12 λ2 ))z1 ,

 (ε(|z2 |2 − 1) + i(n21 λ1 + n22 λ2 ))z2 ,

where xj , X0 , zj , Pj are as in the first step. The zeros of F˜H are at |z1 | = 1, |z2 | = 1, |xi | = 1, t = 1/2, λ1 = λ2 = 0. For z1 and z2 real and positive the index of each zero

160

3 Equivariant Homotopy Groups of Spheres

is equal to ±ε Sign det A, and ε is chosen such that this index is 1. Thus, F˜H may be taken as a generator. Let FH (x) = F˜H (0, x) − (F˜H (0, x), A˜ 1 (x))A˜ 1 (x) − (F˜H (0, x), A˜ 2 (x))A˜ 2 (x), as in Theorem 7.1 of Chapter 1. By construction FH (x) is an orthogonal map. Writing FH (x) = F˜H (0, x) − α(x)A1 x − β(x)A2 x, one easily sees that the zeros of FH are those of F˜H (0, x), looking at the (z1 , z2 )-components, and that for them one has α(x) = β(x) = 0. Furthermore, as a
-map, FH (x) + λ1 A1 x + λ2 A2 x is linearly deformable to F˜H (0, x) + λ1 A1 x + λ2 A2 x (the zeros of the deformation are for λ1 = τ α, λ2 = τβ and F˜H (0, x) = 0, for which α = β = 0). Then, this last map is deformable to F˜H (λ, x) = F˜H (0, x) + λ1 A1 Z + λ2 A2 Z, with Z T = (z1 , z2 ). This means that one may take FH (x) + λ1 A1 x + λ2 A2 x as a generator in 
R2 ×V (S V2 ). 2 S Let then  dH [FH ]⊥ . [F3 ]⊥ = [F2 ]⊥ − T2 ≤H dim
/H =2

Hence, F3 isan orthogonal
-map and F3 (x) + λ1 A1 x + λ2 A2 x is
-extendable on ∂(I 2 × B2 ) dim
/H ≤1 V H to a non-zero map F (λ, x) on I 2 × B2 . Claim 6.2. In fact, [F3 ]⊥ = 0. Proof. As before, one proceeds on isotropy subspaces of increasing dimension by considering on each fundamental cell CH an orthogonal map F3 which, by induction and dimension arguments, is non-zero on ∂CH . In particular, F3 (x) = 0 for 0 ≤ z1 ≤ ε or 0 ≤ z2 ≤ ε and the obstruction degree dH is the degree of F3 (x)+λ1 A1 x +λ2 A2 x on the ball A = I 2 ×CH ∩{z1 , z2 ≥ ε}. If F3 (x) = (f1 +if2 , g1 +ig2 , F2 ) = (F, F⊥ ), then one may deform linearly F3 (x) + λ1 A1 x + λ2 A2 x to F3 (x) + λ1 A1 Z + λ2 A2 Z with Z T = (z1 , z2 ): by taking the scalar product with F3 (x) one obtains, on a zero of the homotopy, |F3 (x)|2 + (1 − τ )(λ1 (F, A1 Z) + λ2 (F, A2 Z)) = 0. But, by the orthogonality, (F, Ai Z) = −(F⊥ , Ai Y ) and, on a zero, F⊥ = −τ (λ1 A1 Y + λ2 A2 Y ), hence |F3 |2 + τ (1 − τ )(λ21 |A1 Y |2 + 2λ1 λ2 (A1 Y, A2 Y ) + λ22 |A2 Y |2 ) = 0. Since the quadratic form is non-negative, this implies that F3 (x) = 0 and λ1 A1 Z + λ2 A2 Z = 0, that is λ1 = λ2 = 0, since, on A, the vectors A1 Z and A2 Z are linearly independent. Hence, the zeros of the deformation are inside A. The resulting map



z1 0 λ1 f2 f1 , g1 , A + , F⊥ λ2 g2 0 z2

161

3.6 Orthogonal maps

is linearly deformable to



λ1 , F⊥ , f1 , g1 , A λ2



since, from the orthogonality, AT



z1 f2 z2 g2



=−



(F⊥ , A1 Y ) (F⊥ , A2 Y )

and a zero of F⊥ on A will give f2 = g2 = 0 and then z1 and z2 may be deformed to 1. This last map is a product and since the extension degree is 0 one has that (f1 , g1 , F⊥ ) has a degree equal to 0 on CH ∩ {z1 , z2 ≥ ε} and, therefore, a nonzero extension (f˜1 , g˜ 1 , F˜⊥ ) to this set. Defining f˜2 and g˜ 2 on this set via



(F˜⊥ , A1 Y ) T z1 f˜2 =− , A z2 g˜ 2 (F˜⊥ , A2 Y ) one obtains a non-zero orthogonal extension F˜3 (x) of F3 (x) first on CH and then, by  the action of the group
, on V2H . The rest of the proof of (1) in Theorem 6.1 is then clear: exhaust all isotropy subgroups H with dim go on to
higher dimensional Weyl groups.

/H = 2 and then K dH [FH ]⊥ , then [F ]⊥ = dH [FHK ]⊥ and, in fact, the sum Now, if [F ]⊥ = K reduces to those H ≥ K, since FH  = 0 if K is not a subgroup of H , in which case V H ∩ V K is a strict subspace of V H , hence there is at least one xj = 0 and the first component of FHK is non-zero. For K ≤ H , it is easy to see that FHK is the generator for the group 
⊥S K (S K ). Hence, if F K  = 0, one has dH = 0 for all K ≤ H , proving (2).  The last results of this section concern the computation of an orthogonal class by approximations by normal maps or by reduction to Poincaré sections as in §3. Lemma 6.1. For any fixed H , any map F in 
⊥S V (S V ) is orthogonally
-homotopic to a map F˜ (x) = (F H (x), F˜⊥ (x)), such that F˜⊥ (x) = x⊥ if |x⊥ | ≤ ε and x = xH ⊕ x⊥ , with xH in V H . In case of a gradient, the homotopy is also a gradient. Proof. This lemma is parallel to Lemma 3.1: let ψ : (V H )⊥ → [0, 1] be such that ψ(x⊥ ) is 1 if |x⊥ | < ε and 0 if |x⊥ | > 2ε. If F (x) is written as (F H (xH , x⊥ ), F⊥ (xH , x⊥ )), then F (x) is
-orthogonally homotopic to the map (F H (xH , (1 − ψ)x⊥ ), (1 − ψ)F⊥ (xH , (1 − ψ)x⊥ ) + ψx⊥ ),

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3 Equivariant Homotopy Groups of Spheres

since Aj x is orthogonal to x⊥ and to F (x). Since F⊥ (xH , 0) = 0 and F H (xH , 0)  = 0 on ∂B H , one may choose ε so small that F H (xH , x⊥ )  = 0 for |x⊥ | < 2ε, justifying the homotopy. In the case of a gradient, if F (x) = ∇/(x), let /(x) = ψ(x⊥ )(/(xH ) + |x⊥ |2 /2) + (1 − ψ(x⊥ ))/(xH , x⊥ ). Then, ˜ ∇ /(x) = (F H (x) + ψ(F H (xH ) − F H (x)), (1 − ψ)F⊥ (x) ˜ H ) − /(x) + |x⊥ |2 /2)∇ψ). + ψx⊥ + (/(x ˜ ˜ If |x⊥ | > 2ε, then ∇ /(x) = F (x), while if |x⊥ | < ε, one has ∇ /(x) = H H H (F (xH ), x⊥ ). If on ∂B one has that |F (xH )| > η, one chooses ε so small ˜ is that on ∂B H × {x⊥ : |x⊥ | ≤ 2ε}, one has |F H (x) − F H (xH )| < η/2. Thus, ∇ /


-homotopic to ∇/.



Lemma 6.2. Any F in 
⊥S V (S V ) is orthogonally
-homotopic to a normal orthogonal map FN . Proof. As in Lemma 3.2, working in stages, one gets that F is orthogonally
homotopic to FN , where FN (xH , x⊥ ) = (FNH (xH , x⊥ ), x⊥ ), for any H , provided |x⊥ | < ε, i.e., a normal map. Similarly, for the case of gradients, ∇/ is
-homotopic to ∇/N .  Finally, as in Theorem 3.4, we shall study the following situation: let H be an isotropy subgroup such that dim
/H = k. Then, there are complex coordinates z1 , . . . , zk with isotropy H0 > H and |H0 /H | < ∞. Assume that the orthogonal map F , from B into V , is non-zero on ∂B and on each set given by zj = 0 for each j = 1, . . . , k. Let H be the torus part of H0 (see H Lemma 2.6 of Chapter 1). If AH is the N × n matrix with Aij = nji , i = 1, . . . , N = dim V H , j = 1, . . . , n, then AH has rank k and has an invertible submatrix A, for instance nji , for i, j = 1, . . . , k, corresponding to z1 , . . . , zk and ϕ1 , . . . , ϕk . If for j > k one defines λji from  1  1 λj nj  ..  −1  ..   .  = A  . , λjk njk
then, the subspace V H is given by those coordinates zl for which njl = k1 λjs nls for j > k (if for some j and l one does not have equality then AH would have rank bigger than k). See Remark
2.1 of Chapter 1. Note that Aj x = k1 λjs As x for j > k and x in V H and A1 x, . . . , Ak x are linearly independent if x has its coordinates z1 , . . . , zk non-zero.

163

3.6 Orthogonal maps


j Proposition 6.1. Let F be as above, then [F ]⊥ = Hj H , the corresponding di are given by the formulae  deg

F+

k  1

λl Al x

Hi

 ; Bki =



dj |H0 /Hj |.

Hi
Proof. If K is not a subgroup of H0 , then for some j, j = 2, . . . , k, one has zj = 0 in V K . Hence, from Theorem 6.1 (2), the corresponding dK is 0. Also, one has
H dj [Fj ]⊥ , where the sum is over those j with H < Hj < H0 (for that [F H ]⊥ = H

the others [Fj ]⊥ = 0). This equality means that there is a
-orthogonal homotopy
k F (τ, x) between both sides.
It is clear that F
(τ, x) +
1 λl Al x provides the
homotopy to prove that [(F + λl Al x)H ]
= dj [(Fj + λl Al x)H ]
. From the construction of Theorem 6.1 and Theorem 3.4, one has the above formula. Note that these formulae can be arranged as a lower triangular invertible matrix, as in Corollary 3.1, which will yield dj for H < Hj < H0 . The other components dj , with dim
/Hj  = k, have to be computed in special cases as for that of an isolated orbit in next chapter.  Remark 6.1. For the correct application of Proposition 6.1, it is important to take the
]⊥ such that (Fj + λl Al x)H has index 1 on the fundamental cell, generators [Fj
that is, (Fj + λl Al x)H is
-homotopic to the generator Fj (λ, x) of Theorem 3.3 and given in the proof of Theorem 6.1. Now, due to Theorem 1.3, [Fj (λ, x)]
is unique up to conjugations. However, [Fj ]⊥ is not unique since it depends on the choice of the set of k linearly independent Aj x’s. For instance, if T 2 acts on C as ei(ϕ1 −ϕ2 ) , then the
-orthogonal map F (t, z) = (2t + 1 − 2|z|2 , (1 − |z|2 )z) is such that F (t, z) + λA1 z has extension degree equal to 1 and is
-homotopic to (2t + 1 − 2|z|2 , (|z|2 − 1 − iλ)z) = F  (t, z) + λA2 z, via the rotation eπiτ . However, F + λA2 z has a degree (on the set z ∈ R+ ) equal to −1, as a map from (t, λ, z) into R3 . Thus, from Proposition 6.1, one has [F ]⊥ = −[F  ]⊥ . In fact, one has Proposition 6.2. Let FH∗ be the generators obtained by orthogonalization of FH∗ (0, x), where FH∗ (λ, x) is the generator of (H ) given in Theorem 3.3. Then, if FH is the
generator obtained from FH + k1 λl Al x, one has [FH ]⊥ = Sign det A[FH∗ ]⊥ , where Aij = nji is the k ×k matrix of A1 x, . . . , Ak x for x = (z1 , . . . , zk ), with zj = 1. The generators FH∗ will be called the normalized generators. Proof. Note first that FH∗ was constructed in Step 2 of the proof of Theorem 6.1, while

164

3 Equivariant Homotopy Groups of Spheres

FH was constructed in Step 4. Thus, if   FH∗ (λ, x) = 2t + 1 − 2 |xj |, . . . , (1 − |z1 |2 + iλ1 )z1 ,  . . . , (ε∗ (1 − |z1 |2 ) + iλk )zk , . . . , where ε ∗ is such that the index on CH is 1, then FH∗ (x) = FH∗ (0, x) −

k  (FH∗ (0, x), A˜ l (x))A˜ l (x) 1

=

FH∗ (0, x) −



αl (x)Al x.


Then, as in the proof of Theorem 6.1, FH∗ (x) + λl Al x is
-homotopic to the map   

2t +1− |xj |, . . . , (1−|z1 |2 +i λl n1l )z1 , . . . , (ε∗ (1−|zk |2 )+i λl nkl )zk , . . . which has index, on CH , equal to Sign det A, since, for FH , ε∗ is replaced by  ε ∗ Sign det A. Example 6.1. Suppose S 1 acts on (z1 , z2 ) as (eiϕ z1 , e−iϕ z2 ), that is the representation on z2 is conjugate to that on z1 , but as real representations they are the same. Then one may take as generators of 
the map F (t, λ, z1 , z2 ) = (2t + 1 − 2|z1 z2 |, (1 − |z1 |2 + iλ)z1 , (z1 z2 − 1)z2 ) F  (t, λ, z1 , z2 ) = (2t + 1 − 2|z1 z2 |, (z2 z1 − 1)z1 , (1 − |z2 |2 + iλ)z2 ), since, on C = {z1 ∈ R+ }, the first map has degree 1 while the second has degree 1 on C  = {z2 ∈ R+ }. However, on C  the first map has degree −1: for z2 > 0 the only zero is for z1 real and positive, i.e., for z1 = 1. If z1 = x +iy, the map is locally deformable to (2t − 1, 1 − x 2 − y 2 , λ, xz2 − 1, yz2 ) and then to (2t − 1, 1 − x, λ, z2 − 1, y). Thus, one has [F ]
= −[F  ]
, as expected, since conjugation changes the sign of the degree: see Remark 3.1. Here F ∗ (t, z1 , z2 ) = F (t, 0, z1 , z2 ) − α(z)Az, where α(z) = i|z2 |2 (z1 z2 − z¯ 1 z¯ 2 )/2, while F ∗ (t, z1 , z2 ) = F  (t, 0, z1 , z2 ) − α  (z)Az, where α  (z) = −i|z1 |2 (z1 z2 − z¯ 1 z¯ 2 )/2. One has [F ∗ + λAz]
= [F (t, 0, z) + λAz]
= [F ]
, by following the steps of the proof of Theorem 6.1. On the other hand, [F ∗ + λAz]
= [F  (t, 0, z) + λAz]
= −[F  ]
= [F ]
. Thus, [F ∗ ]⊥ = [F ∗ ]⊥ . Now, consider the orthogonal maps F0 (t, z1 , z2 ) = (2t + 1 − 2|z1 |, (1 − |z1 |2 )z1 , z2 ) F0 (t, z1 , z2 ) = (2t + 1 − 2|z2 |, z1 , (1 − |z2 |2 )z2 ).

165

3.7 Operations

Clearly, [F0 + λAz]
= [F ]
, since the degree of F0 + λAz on C is 1. On the other hand, [F0 + λAz]
= −[F  ]
. Thus, [F0 ]⊥ = [F0 ]⊥ . Note that, if one changes z2 to z¯ 2 = z2 , then F has to be modified in its last component to (¯z1 z2 − 1)z2 , which gives a degree 1 for F on C and on C  . (Here F  has to be modified to (¯z2 z1 − 1)z1 ); and [F0 ]⊥ = [F0 ]⊥ . In this case the map z2 → z2 is equivariant (with action e−iϕ on z2 and eiϕ on z2 ) with a complementing map z¯ 2 , i.e., with l = −1. In general, one has the following. Proposition 6.3. The normalized generators are independent of conjugations. Proof. If, as in Remark 3.1, one has two fundamental cells, C and C  , such that one has coordinates z1 , . . . , zs with kj = ∞ (hence s ≤ k) in C and z1 , . . . , zs in C  , with action on zj conjugate from that on zj , then one has [F ]
= (−1)s [F  ]
, where F and F  are the generators of Theorem 3.3. ∗ ∗ of F (0, x) and F  (0, x) one has Now,
kif F and F are the orthogonalizations
∗ [F + 1 λl Al x]
= [F (0, x) + λl Al x]
= Sign det A[F ]
, by following the Ak z, on the coproof of Theorem 6.1, where A corresponds to the matrix of A1 z, . . . ,
ordinates z1 , . . . , zk of C (which include z1 , . . . , zs ). Similarly, [F ∗ + k1 λl Al x]
= Sign det A [F  ]
. But, since A has s lines which are the opposite of those of A, one has Sign det A = (−1)s Sign det A and [F  ]
= (−1)s [F ]
. Thus,  $ ∗  % $ % F + λl Al x
= F ∗ + λl Al x


3.7

and

[F ∗ ]⊥ = [F ∗ ]⊥



Operations

In the last section of this chapter, we shall examine how the
-homotopy groups of spheres behave under different operations: suspension, reduction of the group, products and composition, for the case of parameters and that of orthogonal maps. These operations will enable us to acquire a certain number of tools for applications. This section is the continuation of § 6 of Chapter 2.

3.7.1

Suspension

We have seen in §8 of Chapter 1 that the suspension operation enables us to go to the infinite dimensional setting, when a map may be approximated with maps of finite dimensional range. The setting will be that of Theorem 3.2, i.e., that V = Rk × U , where U and W satisfy (H), that is dim U H ∩ U K = dim W H ∩ W K for all H, K in Iso(U ). Let then V0 be an irreducible representation of
, generated by a real or complex variable x with isotropy subgroup H0 (hence
/H0 is trivial or Z2 in the first case, Zm , m ≥ 3

166

3 Equivariant Homotopy Groups of Spheres

or S 1 in the second case). From Theorem 2.3, one has that    ˜ ˜ 
SV (S W ) ∼ ), (H ) and 
SV ×V0 (S W ×V0 ) ∼ (H = = H

H

where H is in Iso(V ) and H  in Iso(V × V0 ). The group H  will be of the form H with H in Iso(V ) or H ∩ H0 . Then, if H0 is not an isotropy subgroup for V , there will be more isotropy types for V × V0 (at least H0 ) and the equivariant group for V × V0 will have more components (unless trivial). In order to make clearer our statements, we shall use also the notation V (H ), respectively V ×V0 (H  ), for the subgroup H in Iso(V ), respectively H  in Iso(V × V0 ). Theorem 7.1. For any H in Iso(V ), one has (a) Q V0 maps V (H ) into V ×V0 (H ). (b) Q V0 is an isomorphism if H is not a subgroup of H0 . (c) If H is a subgroup of H0 and for all K in Iso(V ), with H < K and K ∩H0 = H , one has dim W H − dim W K ≥ k + 1 − dim
/H , then Q V0 is onto. If for these K’s, one has dim W H − dim W K ≥ k + 2 − dim
/H , then Q V0 is also oneto-one. (d) If there are no K’s as above, then Q V0 is onto if dim W H ≥ k + 1 − dim
/H , and Q V0 is an isomorphism from V (H ) onto V ×V0 (H ) if dim W H ≥ k + 2 − dim
/H . (Note that t is not taken to be part of V ). Proof. Let us consider first the case where H  is not in Iso(V ), i.e., H  = H ∩ H0 . Let   ¯ H¯ be the isotropy subgroup of W H (see Definition 2.1 of Chapter 1), then W H = W H  ¯ and H  < H¯ . Furthermore, H  < H implies W H ⊂ W H = W H , hence H¯ < H .  ¯ Thus, H  = H ∩H0 < H¯ ∩H0 < H ∩H0 , that is H  = H¯ ∩H0 and W H = W H . This   implies that if F belongs to (H  ), then F maps (B V ×V0 )K into (W × V0 )K \{0} for all K  > H  , in particular for K  = H¯ which is not a subgroup of H0 . Then, ¯ ¯ ¯ (V × V0 )H = V H and F H = F |x=0  = 0. That is, F cannot come from the suspension of a non-trivial element. On the other hand, if H  = H , then (H  ) consists of maps from (V × V0 )H into   (W ×V0 )H which map (V ×V0 )K into (W ×V0 )K \{0} for all K  > H , with K  = K or K ∩H0 , i.e., for K > H . Thus, if H is not a subgroup of H0 , then (V ×V0 )H = V H  and (V × V0 )K = V K (there are no K  of the form K ∩ H0 > H in this case) and any   ¯ element of (H  ) is in (H ). If H < H0 , then (V × V0 )K = V K × V0 = V K × V0  ¯ if H < K  < H0 , K¯ ∩ H0 = K  with V K = V K if K  is not in Iso(V ), while  K K (V × V0 ) = V if K is not a subgroup of H0 . Thus, if F belongs to (H ), (F, x)K ¯ will be (F K , x) in the first case (or (F K , x) if H < K  = K ∩ H0 ), or F K if K is not a subgroup of H0 , that is, in all cases, different from 0. That is, Q V0 F belongs to (H  ) if H  = H .

3.7 Operations

167


Hence, if [F ]
belongs to 
SV (S W ), then [F ]
= [FH ]
, where FH belongs to (H ) and Q V0 FH belongs to (H  ) with H  = H . Thus, Q V0 is an isomorphism if H is not a subgroup of H0 . While if H < H0 , the elements FH will be given by a sum of obstruction classes for extensions of a map to edges and to faces of the fundamental cell, respecting the symmetries and ending with a map from ∂CH into W H \{0} (it is enough to follow the argument given for the case k = 1). Thus, the obstruction H will come from elements of S n (S W ), for n ≤ dim C = dim V H − dim
/H , while the obstruction classes for (H  ) will be in S n×V0 (S W ×V0 ). In particular, if x remains as a dummy variable at each stage of the extension, then for (FH , x) the obstruction classes would be the suspension of the classes for FH . From the ordinary suspension theorem, one would have an isomorphism if n ≤ 2 dim W H − 2, for any n ≤ dim V H − dim
/H . In this case Q V0 would be one-to-one from (H ) into (H  ) and for any element G
in (H  ), the
obstruction classes would be the suspensions by x, that is [G]
= [FK , x] = [ FK , x], therefore Q V0 would be onto. There is however a delicate point here: the new variable x has really to remain a dummy variable in this process. In fact, if F is an element of V (H ), then F K is  non-zero for any K > H and, of course, (F K , x) is non-zero in (V × V0 )K , where K  = K ∩ H0 . If K  is strictly larger than H , then x is still a dummy variable, however, if K  = H , one may have a first obstruction, for an element of V ×V0 (H ), for a non-zero
-extension to V K × V0 of a map F (xK , x), with F (xK , 0)  = 0. Clearly, if F (xK , x) = (F K (xK ), x), there is always the non-zero extension given by (F K , x). But, for a general map F (xK , x), one needs to look at the fundamental cell CK  = CK × {x : 0 ≤ Arg x < k0 }, where k0 = |K/H | if finite, or k0 = 0 if dim K/H = 1 = dim
/H0 . From Theorem 1.1, one will have a non-zero
-extension to V K × V0 if dim(V K × V0 ) − dim
/H < dim(W × V0 )H . Since dim V K = k + dim W K and dim(W × V0 )H = dim W H + dim V0 , because H < H0 , one has that, if dim W H − dim W K > k, there is no additional obstruction for V ×V0 (H ), coming from this K. Subsequent obstructions, by adding new variables to V K , will be obtained for V (H ) and V ×V0 (H ), for the edges of CH , in such a way that the ordinary suspension is onto, due to the fact that dim W H > k + dim W K > k. On the other hand, if for all K’s with K > H , one has that K ∩ H0 is larger than H , then the condition dim W H > k will suffice to give ontoness. This is the case if H0 =
. In order to prove injectivity, assume that F in V (H ) is such that Q V0 F is trivial, that is (F (xH ), x) has a non-zero equivariant extension F˜ (xH , x) to B V ×V0 . Let K K > H , with K ∩ H0 = H , and consider on ∂(B V ×V0 × I ) the
-map Fˆ (xK , x, τ )

168 defined as

3 Equivariant Homotopy Groups of Spheres

 K V K ×V0 ) × I  (F (xK ), x) on ∂(B K Fˆ (xK , x, τ ) = (F K (xK ), x) on B V ×V0 × {0}  K ˜ on B V ×V0 × {1}. F (xK , x)

K Then, from Theorem 1.1, Fˆ has a non-zero
-extension to B V ×V0 × I if

dim(V K × V0 × I ) − dim
/H < dim(W H × V0 ), that is, if dim W H −dim W K > k +1−dim
/H . This non-zero extension provides a K K
-homotopy of (F K (xK ), x) on B V ×V0 to F˜ (xK , x) fixing the value on ∂(B V ×V0 ). Thus, one may assume that F˜ (xK , x) is of the form (F K (xK ), x). If K ∩ H0 is larger than H , then we know, from Hypothesis (H), that the obstructions are independent of the extensions to V K∩H0 . At this point, one has started an induction argument: if one assumes that, on the boundary of some face, F˜ (xH , x) is a suspension, then, from the fact that the ordinary suspension is one-to-one and the fact that F˜ (xH , x) has an extension to the face, one has that F has a non-zero extension to that face. One arrives finally at the result that F is trivial.  Remark 7.1. Given the explicit generators for the subgroups (H ), if dim
/H = k or if k = 0 or 1, it is apparent that Q V0 is one-to-one for any H0 provided dim W
≥ k + 2, if H0 =
, and dim W H − dim W K ≥ 2 (always true if W H contains a complex variable which is not in W K ) for (H ) if k = dim
/H . In this last case, the suspension is always onto, from V (H ) ∼ = Z onto V ×V0 (H ) ∼ = Z, hence it H has to be one-to-one. For the case k = 1, the condition dim W − dim W K ≥ 3 is consistent with the results of Section 5 and explains why we have asked for repetition of variables: see Theorems 5.1 and 5.3. The properties of Q V0 , as a map from 
SV (S W ) into 
SV ×V0 (S W ×V0 ), will follow from the study of the behavior of the suspension on V (H ), for all H in Iso(V ) with H < H0 . However, it is not necessary to check the dimension conditions for all of these H ’s. Corollary 7.1. (a) If H0 is an isotropy subgroup for V , then the suspension map Q V0 : 
SV (S W ) → 
SV ×V0 (S W ×V0 ) is one-to-one provided α) dim W
≥ k + 2, if H0 =
, or β) dim W H0 − dim W K ≥ k + 2 − dim
/H0 for all K > H0 . The map will be onto if k + 2 is replaced by k + 1 in the above inequalities.

3.7 Operations

169

(b) If H0 is not an isotropy subgroup for V , then Q V0 will not be, in general, onto unless k = 0 and dim
/H0 = 1. The suspension will be one-to-one if it satisfies the dimension conditions of Theorem 7.1. (c) In all cases, Q V0 is one-to-one if the number of real coordinates with the same isotropy is at least k + 2 and the number of complex coordinates with the same action of
is at least k/2 + 1, if this action is finite, or at least k/2, if the action of
is as S 1 . Proof. If H0 is an isotropy subgroup for V , then either H0 =
and one has condition (α) or for any K, strictly larger than H0 , one has K ∩ H0 = H0 and condition (β) is given in Theorem 7.1. Let then H < H0 be in Iso(V ). One has dim W H ≥ dim W H0 ≥ k + 2 − dim
/H0 ≥ k + 2 − dim
/H . Furthermore, if K > H is such that K ∩ H0 = H , let K0 be the isotropy of W K ∩ W H0 . Then, K0 contains K and H0 , thus, K0 ∩ H0 = H0 and, if K0 = H0 , one would have K < H0 and K ∩ H0 = K > H , contradicting the equality K ∩ H0 = H . Hence, from (β), dim W H0 − dim W K0 ≥ k + 2 − dim
/H0 . But, W K ∩ W H0 ⊂ W K0 which implies dim W H − dim W K = dim W H0 − dim W K ∩ W H0 + dim(W H0 )⊥ − dim W K ∩ (W H0 )⊥ ≥ k + 2 − dim
/H0 ≥ k + 2 − dim
/H, and the condition is verified for H . Replacing k + 2 by k + 1 one has the surjectivity result. In order to prove (b), one has to show that (H  ) = 0 for all H  = H ∩ H0  ¯ which are not in Iso(V ). Now, for H  = H ∩ H0 = H¯ ∩ H0 , with V H = V H , the  group (H  ) will vanish, from Theorem 1.1, provided dim(V × V0 )H − dim
/H  <  ¯ ¯ dim(W × V0 )H , i.e., dim W H + k + dim V0 − dim
/H  < dim W H + dim V0 , or else if k < dim
/H  . This inequality has to be true in particular for H  = H0 , where dim
/H0 is 0 or 1. Hence k = 0 and
/H0 ∼ = S 1 , then dim
/H  > 0 for  any H = H ∩ H0 , and the equivariant group for V × V0 has no new components. Furthermore, if H < H0 one has dim
/H ≥ 1 and the other conditions for ontoness of Theorem 7.1 are trivially met. On the other hand, if k ≥ dim
/H0 , then the first obstruction for extension, in V ×V0 (H0 ), will be in the group k+n−dim
/H0 (S n ), where n = dim W H + dim V0 and W H = W H0 . Since this group is, in general, non-trivial, this explains the wording of Corollary 7.1. Finally, under the condition of (c), one has dim W H ≥ dim W
≥ k + 2, and dim W H − dim W K ≥ k + 2 − dim
/H , for any pair H < K in Iso(V ), noting that if, on some coordinate of (W K )⊥ ∩ W H the group
acts as S 1 , then dim
/H ≥ 1.  Let us turn now to Theorem 8.2 in Chapter 1, under the following formulation.

170

3 Equivariant Homotopy Groups of Spheres

Corollary 7.2. Let V0 be a not necessarily irreducible representation of
, with coordinates x1 , . . . , xn and Hj the isotropy of xj . Then: (a) The suspension Q V0 is one-to-one, if whenever H0 is an isotropy subgroup for V0 one has that for all H and K in Iso(V ), with H < H0 , H < K (strictly) and K ∩ H0 = H , the following inequality holds dim W H − dim W K ≥ k + 2 − dim
/H. If there are no K’s as above, then the inequality dim W H ≥ k + 2 − dim
/H, will suffice. If H0 is in Iso(V ), then H = H0 is allowable and is enough for other H ’s. (b) If Iso(V0 ) ⊂ Iso(V ), then Q V0 will be onto if dim W Hj

dim W
≥ k + 1 − dim W K ≥ k + 1 − dim
/Hj ,

for all K in Iso(V ), with K > Hj and all j ’s. (c) If some Hj is not an isotropy subgroup for V , then Q V0 will not be, in general, onto unless k = 0 and dim
/Hj = 1 for all such Hj ’s. (d) If for all K, H in Iso(V ), with H < K, one has dim W H

dim W
≥ k + 2 − dim W K ≥ k + 2 − dim
/H,

then any suspension will be one-to-one. This will be the case if one has the repetition of coordinates of Corollary 7.1 (c). Proof. It is enough to note that Q V0 is the composition Q V1

Q V2

V (H ) −−−→ V ×V1 (H ) −−−→ V ×V1 ×V2 (H ) → · · · → V ×V0 (H ), where Q Vj is the suspension by the coordinate xj , and likewise for the full equivariant groups. Note that the order of the suspensions is irrelevant. Now, for Q Vj : V ×V1 ×···×Vj −1 (H ) → V ×V1 ×···×Vj (H ), one has an isomorphism if H is not a subgroup of Hj , while if H < Hj one needs dim(W × V1 × · · · × Vj −1 )H − dim(W × V1 × · · · × Vj −1 )K ≥ k + 2 − dim
/H , for any K in Iso(V × V1 × · · · × Vj −1 ), with H < K and K ∩ Hj = H . But, if

171

3.7 Operations

K < Hi1 , . . . , Hil for i1 , . . . , il between 1 and j − 1, then K = K¯ ∩ Hi1 · · · ∩ Hil , ¯ where K¯ is the isotropy of W K = W K . Then, if H0 = Hi1 ∩ · · · ∩ Hil ∩ Hj , one has ¯ Since K¯ ∩ H0 = H , hence H < H0 and H < K < K. dim(W × V1 × · · · × Vj −1 )H ≥ dim W H +

l 

dim Vis

s=1

dim(W × V1 × · · · × Vj −1 )

K

= dim W

K¯

+

l 

dim Vis ,

s=1

the above inequality is true under the condition of (a). Of course, if there are no K’s then the second condition of (a) is stronger than the one needed here. If H0 is in Iso(V ) and H < H0 , one may repeat the argument of Corollary 7.1, in order to show that one does not need to check the inequalities for H . Part (b) is then clear since Q Vj is onto at each stage, since dim(V1 ×· · ·×Vj −1 )Hj ≥ dim(V1 × · · · × Vj −1 )K and using Corollary 7.1. On the other hand, if Hj is not an isotropy subgroup for V , one may start the above sequence by Q Vj : 
SV (S W ) → 
V ×Vj (S W ×Vj ), S

which will be, in general, not onto unless k = 0 and dim
/Hj = 1. If k = 0 and dim
/Hj = 1 for all such j ’s, then the inequalities of (b) hold for any Hj in Iso(V ) and Q V0 is onto. The word “in general” has to be taken in this context. Finally the conditions of (d) cover all possible suspensions.  Remark 7.2. In the case of orthogonal maps, without parameters, the explicit construction of Theorem 6.1 implies that Q V0 is one-to-one. This implies that the approximation by finite dimensional orthogonal maps is valid and that one may take the direct limit of these groups to give an alternative definition of the orthogonal degree in the infinite dimensional case, as in § 3 of Chapter 2.

3.7.2

Symmetry breaking

Let
0 be a subgroup of
. If a map is
-equivariant it is also
0 -equivariant and, in case it is
-orthogonal it will be
0 -orthogonal, since the torus part of
0 is a subgroup of the torus part of
. One has then two morphisms P∗ : 
SV (S W ) → 
S V0 (S W )

W 0 P⊥ : 
⊥S V (S W ) → 
⊥S V (S )

corresponding to the reduction of the group from
to
0 . ˜ we have seen, in Theorem 2.3, that 
V (S W ) is of the form Under hypothesis (K) S  ˜ (H ). It is thus important to determine first the relation between the isotropy

172

3 Equivariant Homotopy Groups of Spheres

subgroups for
and for
0 and then the relation between the subgroups (H ), for
, and 0 (H0 ), for
0 . Lemma 7.1. (a) Any isotropy subgroup H0 for
0 is of the form H ∩
0 , with H an isotropy subgroup for
. For a given H0 , there may be several H ’s, but there is a minimal one H , for which V H = V H0 . (b) For all H with H0 = H ∩
0 , one has dim
0 /H0 ≤ dim
/H . In case of equality, if H˜ 0 is the isotropy of the k variables with kj = ∞ (k = dim
/H ) and H˜ 00 = H˜ 0 ∩
0 , then |H˜ 00 /H0 | divides |H˜ 0 /H |. Moreover, H˜ 0 is
if k = 0. (c) If dim
0 /H0 = dim
/H and Sign det γ Sign det γ˜ > 0, for all γ in
, then P∗ maps (H ) into 0 (H0 ) and if dim W H = dim V H − dim
/H , then  |H˜ 0 /H |/|H˜ 00 /H0 |[F H0 ]
0 , if W H = W H0 P∗ [F H ]
= 0, otherwise, where F H generates (H ) and F H0 generates 0 (H0 ). Proof. If H0 =
0x = {γ ∈
0 : γ x = x}, then clearly H0 =
x ∩
0 . Hence, H is the intersection of all such H ’s and the isotropy subgroup for V H0 (see Definition 2.1 of Chapter 1). If zi is a coordinate in this space with the subgroups H˜ i−1 = H1 ∩. . . Hi−1 and H˜ i = H˜ i−1 ∩ Hi , then the corresponding subgroups for
0 will be H˜ i0 = H˜ i ∩
0 . Furthermore, if ki = |H˜ i−1 /H˜ i | is finite, then any γ in H˜ i−1 may be written as γ = γiαi γ˜ , with 0 ≤ αi < ki , γiki and γ˜ in H˜ i . Thus, if γ is also in
0 , then γ ki is 0 /H ˜ i | is finite and divides ki . Hence, if xl is the last in
0 ∩ H˜ i , that is ki0 = |H˜ i−1 H coordinate in V , then H˜ l = H . Thus, H˜ l0 = H0 and ki0 = 1 for i > l. Since there are at most k = dim
/H coordinates with ki0 infinite, one has that dim
/H0 ≤ dim
/H

and the rest of (b) is then clear, since |H˜ 00 /H0 | = ki0 divides |H˜ 0 /H | = ki .

For (c) one has that the fundamental cell C0 for H0 is made of ki / ki0 copies of the fundamental cell C for H . If F belongs to (H ) and K0 > H0 , then K0 = K ∩
0 , where K is minimal and the isotropy subgroup for V K0 ⊂ V H0 . Thus, K > H and F K = 0, by definition of (H ), i.e., F |V K0  = 0 and F is in 0 (H0 ). If dim V H = dim W H + dim
/H , dim
0 /H0 = dim
/H , since H0 = H ∩
0 < H , then W H ⊂ W H0 . Hence, if W H = W H0 , one obtains that dim V H0 = dim W H0 + dim
/H0 and F in 0 (H0 ) is characterized by its extension degree deg
0 (F ), such that, from Theorem 1.2, deg(F ; Bk ) = |H˜ 0 /H | deg
(F ) = |H˜ 00 /H0 | deg
0 (F ). Since deg
(F H ) = 1, deg
0 (F H0 ) = 1, by definition, one obtains the equality of (c), since P∗ [F H ]
= deg
0 (F H )[F H0 ]
0 . Finally, if W H is strictly contained in W H0 , then dim V H0 < dim W H0 +dim
0 /H0 and, from Theorem 1.1, one has 0 (H0 ) = 0. 

173

3.7 Operations

Lemma 7.2. (a) If for all H ’s there is a complementing map FH⊥ , then this is also true ˜ ˜ 0 (H0 ). for all H0 ’s. In this case, P∗ maps (H ) into  (b) If V = Rk ×U , such that U and W satisfy hypothesis (H) for
(i.e., dim U H = l dim W H for all H in Iso(U ) and one has the
-equivariant map xjj ) and if W H = W H0 for all H0 , then U and W satisfy hypothesis (H) for
0 . This is the case if V = Rk ×W . Proof. Since V H0 = V H , any complementing map for H will also work for H0 . Now, if H0 = H ∩
0 and H is a strict subgroup of H , let F H be in (H ) and consider (F H , F⊥H )H . Take K0 > H0 , hence as above, K0 = K ∩
0 with K > H . If (F H , F⊥H )K0 (x) = 0, then x is in V H , since F⊥H is zero only at the origin, and F H (x) = 0. But x is in V K0 = V K , thus x is fixed by H and K. But H cannot be a strict subgroup of
x , since one would have F H (x)  = 0 for F H in (H ). That is,
x = H and K ≤ H . But the relation H < K would imply H0 = K0 , which is a contradiction. Thus, (F H , F⊥H )K0  = 0 if K0 > H0 and the pair (F H , F⊥H ) belongs ˜ 0 (H0 ). to  l (b) is clear, since U H0 = U H and U K0 = U K and the
-equivariant map xjj is  also
0 -equivariant. Proposition 7.1. If V = Rk × U , where U and W satisfy hypothesis (H) and W H = W H0 , for all H in Iso(U ), then, for any H such that dim
0 /H0 = dim
/H = k, one has |H˜ 0 /H | H0 H [F0 , F⊥ ]
0 , P∗ [F H , F⊥H ]
= deg((F⊥H )H ) 0 |H˜ /H0 | 0

where

FH

generates (H ) and

F0H0

generates 0 (H0 ).

Proof. Since F H is in (H ), one has that (F H , F⊥H ) is non-zero on ∂Bk and, from Theorem 3.4, for any Hi ≤ H˜ 0 , with dim
/Hi = k, one has  deg(F Hi ; BkHi ) = βij dj |H˜ 0 /Hj |, Hi ≤Hj ≤H˜ 0

H

where βij = deg((F⊥ j )Hi ). Then, for F = (F H , F⊥H ), the degree on the left is a product and the degree of (F H )Hi corresponds to V H ∩ V Hi , which has isotropy larger than H , i.e., there F K = 0, unless Hi < H , in which case the degree is βHi H |H˜ 0 /H |. On the right-hand side, one has dj = 0, except for dH = 1. Hence, deg(F H ; BkH ) = |H˜ 0 /H |. From the product theorem, one has deg(F K , F⊥H ; Bk ) = |H˜ 0 /H | deg(F⊥H ). Now, as a
0 -map, one has, from Lemma 7.2, that H

P∗ [F H , F⊥H ]
= a[F0H0 , F⊥ ]
0 ,

174

3 Equivariant Homotopy Groups of Spheres H

where a is an integer, recalling that F⊥ is a complementing map for H0 . Since deg(F0H0 , BkH0 ) = |H˜ 00 /H0 |, one gets H a = |H˜ 0 /H |/|H˜ 00 /H0 | deg(F⊥H )/ deg(F⊥ )



and the result follows. Corollary 7.3. If V = Rk × W and [F ]
= [F˜ ]
+



dH [F˜H ],

dim
/H =k

where F˜ corresponds to isotropy subgroups K with dim
/K < k, then P∗ [F ]
= P∗ [F˜ ]
+

 H0 =H ∩
0 dim
0 /H0 =k

|H˜ 0 /H | dH [F˜H0 ]
0 . |H˜ 0 /H0 | 0

Proof. Since dim
0 /H0 ≤ dim
/H , one has that P∗ [F˜ ] corresponds to subgroups with Weyl group of dimension less than k. Similarly, if dim
/K > k, then the component of F on that (K) is 0 and so it does not appear in 0 (K0 ), even if  dim
0 /K0 = k. Here, βH H = 1. Example 7.1. If k = 0 and
0 = {e}, with V = W , then for  [F ]
= dH [F˜H ]
, dim
/H =0


 one obtains P∗ [F ]
= deg(F ; B)[Id] = dH |
/H | [Id]. (Compare with Corollary 3.1) For instance, if Zn acts on C2 , via (x, e2π ik/n z), k = 0, . . . , n − 1, then the map F (t, x, z) = (2t + 1 − 2(|x| + |z|), x(x ¯ n − 1), z(zn − 1)) has zeros at (x = 0, zn = 1), with index −1 and at (x n = 1, z = 0), with index 1, and t = 1/2. One has deg(F
; B
) = n, deg(F, B) = 0. From Corollary 3.1,



n 1 0 d0 = . 0 1 n d1 Hence, d0 = n and d1 = −1. As a Zn -map, one has [F ]
= n[F0 ]
− [F1 ]
, with F0 = (2t − 1/2, x0 , z) and F1 = (2t + 1 − 2|z|, x, z(zn − 1)), while [F ]{e} = 0.

3.7 Operations

175

There are two other cases where we have explicit generators: the case k = 1 and for orthogonal maps. Let us consider first the case k = 1. Let V = R × W , then 
SV (S W ) is generated, in its free part, by [F H ]
as above for dim
/H = 1, and for H with
/H = A = Zp1 × · · · × Zpm , by ηj and η˜  , j = 1, . . . , m, given in terms of the auxiliary space X = (Z1 , . . . , Zm ) with action of
/H on Zj given by exp(2π i/pj ). Then ηj and η˜  are given in Theorem 5.4 and one has the relations pj (ηj + η˜  ) = 0, 2η˜  = 0. Similar definitions hold for
0 /H0 = A0 . Proposition 7.2. (a) If dim
/H = dim
0 /H0 = 1, then P∗ [F H ]
=

|H˜ 0 /H | H0 [F ]
0 . |H˜ 0 /H0 | 0

(b) If dim
/H = dim
0 /H0 = 0, then for j = 1, . . . , m P∗ [ηj ]
=

|A| p0j  [η ]
+ d˜j [η˜ 0 ]
0 , |A0 | pj 0j 0

where d˜j is 0 or 1 and d˜j = 0 if |A0 | or pj is odd. Moreover, P∗ [η˜  ]
=

|A|  [η˜ ]
. |A0 | 0 0

(c) If dim
/H = 1 and dim
0 /H0 = 0, then P∗ [F H ]
=

|H˜ 0 /H |  ˜ η˜ 0 ]
0 , ]
0 + d[ p01 [η01 |A0 |

where d˜ = 0 if |A0 | is odd, and F H is given below. Proof. (a) was already proved in the previous proposition. For (b), notice that if
acts as exp(2πi/pj ) on Zj , then
0 has to act as exp(2π i/p0j ), where p0j divides pj . Hence, |A0 | divides |A|.  can be computed From Theorem 5.4 and 5.7, the components of P∗ [ηj ]
on η0i

via deg(ηj ; B H0 ∩ {Arg Zi = 0})/ i=k p0k . Since    p |Zj |, X0 , {xi }, (Zi i + 1)Zi , Zi , λZj , Zj , ηj = 1 −

it is clear that this degree is 0 if i  = j and j =k pk / j =k p0k , if i = j . n Now, if one computes   the ordinary class of both sides in n+1 (S ), one obtains  that [P∗ ηj ] = j  =k pk η, where η is the suspension of the Hopf map, while, on the

176

3 Equivariant Homotopy Groups of Spheres

right-hand side, one has |A|/pj η + d˜j |A0 |η. Thus, d˜j |A0 |η = 0, in particular, d˜j = 0 if |A0 | is odd. Furthermore, since η˜  is the Hopf map based on the fundamental cell for
/H and the fundamental cell for
0 /H0 is generated by |A|/|A0 | copies of the first one, with a suspension on the variables on X H ∩ (X H )⊥ , one has P∗ [η˜  ]
= |A|/|A0 |[η˜ 0 ]
0 . Then, from the relations pj (ηj + η˜  ) = 0, one has  + pj η˜ 0 ) + pj d˜j η˜ 0 = 0, (|A|/|A0 |)(p0j η0j

or else

pj d˜j + (|A|/|A0 |)(pj − p0j ) is even.

Hence, if pj is odd, p0j , which divides pj , is also odd and one has d˜j = 0. For (c), one has
/H ∼ = S 1 × Zp2 × · · · × Zpm and, using the auxiliary space X, one may take the action of
on Z1 , as eiϕ and on Zj as e2πi/pj , while
0 acts as e2πi/p0j . One may take p F H = (2t + 1 − 2|Zj |, X0 , xi , λ˜ Z1 , (Zj j + 1)Zj ),

where λ˜ = µ + i(|Z1 | − 1), see Theorem 3.3.  are given by Again, the components of P∗ [F H ]
on η0j deg(F H ; B H0 ∩ {Arg Zj = 0})/



p0k .

k =j p

Hence, these components are 0 if j > 1 (since Zj j + 1 = 0, for Zj real and positive)     and k>1 pk / k>1 p0k for j = 1.  The fact that d˜ is 0 if |A0 | is odd is proved as above. Example 7.2. Consider the action of S 1 on Fourier series, i.e., as exp(imϕ) on zm , for m ≥ 0, which is broken to a Zp -action for
0 = {ϕ = 2kπ/p, k = 0, . . . , p − 1}. Here V = R × W and, according to Theorem 3.2, one has 1 SS R×W (S W ) ∼ = Z2 × Z × · · · × Z,

where Z2 corresponds to the invariant part and is generated by the suspension of the Hopf map (1−|x0 |2 −|x1 |2 , λ(x0 +ix1 )), where x0 , x1 are in W
and λ = µ+i(2t −1). The isotropy subgroups are of the form Hm = {ϕ = 2kπ/m, k = 0, . . . , m − 1}, with W Hm = {zn , n multiple of m} and the corresponding generator is the suspension of ηm = (1 − |zm |, λzm ).

3.7 Operations

177

 with ˜ m ) = ηm Note that Theorem 3.3 gives the generator (2t + 1 − 2|zm |, λz λ˜ = µ + i(|zm | − 1). The homotopy

((1 − τ )(2t − 1) + 2 − 2|zm |, (µ + i((1 − τ )(|zm | − 1) + τ (2t − 1)))zm ) is valid, since if zm = 0, one has (2 − τ )(2t − 1) + 2 ≥ 1, and otherwise one has a  . Hence, any S 1 -map will be of rotation between 2t − 1 and 1 − |zm |. Thus, ηm = ηm the form  dm [ηm ]S 1 . [F ]S 1 = m≥0

On the other hand, the isotropy subgroups of
0 are of the form H0 = {ϕ = 2kp  π/p, k = 0, 1, . . . , p/p − 1}, where p divides p, that is H0 ∼ = Zp/p and
0 /H0 ∼ = Zp . Furthermore, zm belongs to W H0 if m is a multiple of p/p  and zm will have exactly the isotropy H0 if m = kp/p , with k and p relatively prime (if  k/p  = k  /p then zm belongs to W H0 , with H0 = Zp/p > H0 ). One may write      k = m + k p , with 1 ≤ m < p such that m and p  are relatively prime. Hence, m = m p/p + k  p. Now, any Zp -map can be written as [G]Zp =

   ˜ (dp/p ˜p/p ]Zp ),  [ηp/p  ]Zp + dp/p  [η p

 where for any divisor p  of p, one has that ηp/p  is the suspension of

(1 − |zp/p |, λzp/p ). In this case, according to Proposition 7.2 (c), one has that P∗ [ηp/p ] = [ηp  ] since in this case |A0 | = p  = p01 and |H˜ 0 /H | = 1. Now, one could have taken a different generator for 0 (H0 ), for instance (1−|zm |, λzm ), with m = m p/p +k  p. From Proposition 5.1, we have that [ηm ]Zp =          n [ηp/p  ]Zp , where |n | is odd and n m ≡ 1, modulo p (in fact (m + k p )n ≡ 1, modulo p  ). Proposition 7.3. Under the above hypothesis, if  dm [ηm ]S 1 , [F ]S 1 = m≥0

then P∗ [F ] =

 p  |p

  dp/p  [ηp/p  ]Zp ,

178

3 Equivariant Homotopy Groups of Spheres

where

 dp/p  =



nj



j

dmj p/p +kp



k≥0

p ,

and 1 ≤ mj < p , with mj and p relatively with |nj | odd, nj mj ≡ 1, modulo  prime. The number dp/p is in Zp if p is even and in Z2p if p is odd. The number dp is in Z2 , corresponds to H0 ≡ Zp and is  dkp . d
 0 = dp = k≥0

For instance, if p = 2, then one has  d
 0 = d2k mod 2, For p = 3, one has  d
 0 = d3k mod 2,

 d{e} =

 d{e} =



d2k+1 mod 2.



(d3k+1 − d3k+2 ) mod 6.

For p = 4, one has   d4k mod 2, dZ 2 = d4k+2 mod 2, d
 0 =   = (d4k+1 − d4k+3 ) mod 4. d{e} For p = 5 one has  d{e}

d
 0 =



d5k mod 2,   = (d5k+1 − d5k+4 ) + 3 (d5k+2 − d5k+3 ) mod 10.

For p = 6, one has   d
 0 = d6k mod 2, d3 = d6k+3 mod 2, for p = 2,  d2 = (d6k+2 − d6k+4 ) mod 6, for p = 3,   = (d6k+1 − d6k+5 ) mod 6. d{e} For p = 7, one has  d
 0 = d7k mod 2,     = (d7k+1 − d7k+6 ) − 3 (d7k+2 − d7k+5 ) + 5 (d7k+3 − d7k+4 ) mod 14. d{e} In order to illustrate this sort of result, consider the following system in R2 × C2 , with action on zj as eij ϕ , for j = 1 and p − 1: f = (1 − |z1 |2 − |zp−1 |2 , λz1 , λzp−1 ).

179

3.7 Operations

This map is S 1 -equivariant and non-zero on ∂{(λ, z1 , zp−1 ) : |λ| ≤ 1, |zj | ≤ 2, j = 1, p − 1}. One may perturb λzp−1 to (λ − ε)zp−1 , for |ε| < 1, obtaining the zeros (λ = 0, |z1 | = 1, zp−1 = 0) and (λ = ε, z1 = 0, |zp−1 | = 1). The S 1 -degree is then the sum of two S 1 -degrees, the first one, near λ = 0, is [η1 ], while the second one, near λ = ε, is [ηp−1 ]. Hence, [f ]S 1 = [η1 ]S 1 + [ηp−1 ]S 1 . (This result may also be obtained by using Whitehead’s homomorphism: this method will be used, in next chapter, when discussing bifurcation). One may perturb f to get a Zp -map: fε = (1 − |z1 |2 − |zp−1 |2 , λz1 + ε z¯p−1 , λzp−1 − ε z¯ 1 ). However, conjugating the third equation, one has



λ ε z1 z¯p−1 −ε λ¯ whose only zero, for ε = 0, is z1 = zp−1 = 0, i.e., fε is never zero. Here n1 = 1, np−1 = −1 and [fε ]Zp = 0. Let us conclude this subsection by considering the case of orthogonal maps, i.e., the morphism V 0 P⊥ : 
⊥S V (S V ) → 
⊥S V (S ), where
0 = T n0 × . . . is a subgroup of
= T n × . . . It is clear that one may choose T n0 to correspond to ϕ1 , . . . , ϕn0 . We have seen, in Theorem 6.1, that 
⊥S V (S V ). has explicit generators FH , which are orthogonal maps, for each isotropy subgroup H . Furthermore, if dim
/H = k, with A1 x, . . . , Ak x linearly independent in V H , then, F (λ1 , . . . , λk , x) = FH (x) +

k 

λj Aj x

1

may be taken as the generator of (H ) in 
Rk ×V (S V ). S From Proposition 7.1, we know that if dim
0 /H0 = dim
/H = k, then P∗ [F (λ1 , . . . , λk , x)]
=

|H˜ 0 /H | [F0 (λ1 , . . . , λk , x)]
0 , |H˜ 0 /H0 | 0


where F0 (λ1 , . . . , λk , x) = FH0 (x) + k1 λj Aj0 x is the generator for 0 (H0 ), and Aj0 are the infinitesimal generators for the action of
0 . We shall prove the following

180

3 Equivariant Homotopy Groups of Spheres

Proposition 7.4. P⊥

 H <





 



dH [FH ]⊥ =

H0 <
0

|H˜ 0 /H | [FH0 ]⊥ , dH 0 1 |H˜ /H0 | 0

where the sum 1 is over all H with H0 = H ∩
0 and dim
/H = dim
0 /H0 . In particular, P⊥ [FH ]⊥ = 0 if dim
0 /H0 < dim
/H . Proof. From the proof of Theorem 6.1, it is clear that one may take the generators for the parametrized problem as FH (λ1 , . . . , λk , x). If k = k0 , then A1 x, . . . , Ak x are linearly independent for x with
x = H and
0x = H0 . Proposition 7.1 will give part of the answer. On the other hand, if k0 < k for some H , then, since H < H , where H is the minimal isotropy subgroup such that H0 = H ∩
0 , one has dim
/H ≥ dim
/H . But, since V H = V H0 , the only possibility is that n0 < n and the action of T n0 on V H reduces the number of linearly independent Aj x from k to k0 . Assume then that A1 x, . . . , Ak0 x correspond to
0 and are linearly independent if
0x = H0 , while A1 x, . . . , Ak x correspond to
and are linearly independent if
x = H (and a fortiori if
x = H ). Consider the map FH (x) + A˜ k0 +1 (x), where A˜ k0 +1 (x) is the vector constructed from the Gram–Schmidt process and orthogonal to A1 x, . . . , Ak0 x (see § 7 of Chapter 1), hence it is a
0 -orthogonal map in V H0 . Now, the zeros of this map are such that FH (x) = (FHH (xH ), Z) = 0 and Ak0 +1 x is a linear combination of A1 x, . . . , Ak0 x (since FH (x) is
-orthogonal to all Aj x). But then, Z = 0, xH which has isotropy H is such that A1 xH , . . . , Ak xH are linearly independent. This means that this map has no zeros. But P⊥ [FH ]⊥ = [FH + A˜ k0 +1 (x)]⊥ = 0 (since as
0 -orthogonal map, FH and FH + A˜ k0 +1 (x) are
0 -homotopic). 

3.7.3

Products

We have considered, in § 6 of Chapter 2, a product of maps (f1 (x1 ), f2 (x2 )) defined on a product  = 1 × 2 from V1 × V2 into W1 × W2 , where f1 and f2 are
equivariant, and i are
-invariant, open and bounded. The associated maps, which define the
-degree, are Fi (ti , xi ) = (2ti + 2ϕi (xi ) − 1, fi (xi )). As shown in Lemma 6.1 of Chapter 2, [F1 , F2 ] = Q0 deg
((f1 , f2 ); 1 × 2 ), where Q0 is the suspension by 2t2 − 1. Note that if [Fi ] belongs to 
SVi (S Wi ), then [F1 , F2 ] is in 
SV1 ×R×V2 (S W1 ×R×W2 ) and one has a morphism of groups, i.e., [F1 + G1 , F2 ] = [F1 , F2 ] + [G1 , F2 ] [F1 , F2 + G2 ] = [F1 , F2 ] + [F1 , G2 ], where, for this last operation, with the sum defined on t2 , one has to translate this sum on t1 . This is done as in any text on homotopy and is left to the reader. Hence,

181

3.7 Operations

if [F1 ] and [F2 ] are expressed as sums, as we have already seen in several examples, one may expand [F1 , F2 ] in terms of elementary products of the generators. Let V = V1 × R × V2 and W = W1 × R × W2 . (t2 will be absorbed in V2 ). Lemma 7.3. (a) Any isotropy subgroup H for V is of the form H1 ∩ H2 , with Hi in Iso(Vi ). There are minimal isotropy subgroups H i , with H = H 1 ∩ H 2 , V H i = ViH and dim
/H i ≤ dim
/H ≤ dim
/H 1 + dim
/H 2 . (b) If [Fi ] is in (H i ), then [F1 , F2 ] is in (H ). If for any Hi there are complementing maps F⊥i , then, if [Fi , F⊥i ] is in (Hi ), we have that [F1 , F⊥1 , F2 , F⊥2 ] is in ˜ (H ). (c) If Vi = Rki × Ui and hypothesis (H) holds for Ui and Wi and furthermore H W i = WiH , then V = Rk1 +k2 × R × U and hypothesis (H) holds for U and W . This is the case if Vi = Rki × Wi .  Proof. If H =
(x1 ,x2 ) , then H =
x1 ∩
x2 = H1 ∩ H2 , by recalling that
x = Hj over the isotropy subgroups of the non-zero variables in x. Then V H = V1H ×R×V2H . Now, if H i is the isotropy of ViH (see Definition 2.1 of Chapter 1), then H < H i < Hi H

and Vi i = ViH . Since H = H1 ∩ H2 , one has dim
/Hi ≤ dim
/H i ≤ dim
/H . In the decomposition of
/H over the isotropy subgroups of the coordinates of  /H ˜  for the first coordinates, corresponding to V H 1 , V , one obtains the groups H˜ i−1 1 i 2 /H ∩ H ˜ 2 , for the coordinates of V H 2 , with order with order ki1 , and then H1 ∩ H˜ i−1 1 2 i k˜ 2 . We shall denote by k 2 the order of H˜ 2 /H˜ 2 , corresponding to the coordinates of i

i

i−1

i

H 2 can be written as γ α γ˜ , where 0 ≤ α < k 2 , V2 2 . If ki2 is finite, then any γ in H˜ i−1 i i

k 2 , one has that γ ki2 is in H ∩ H ˜ 2, γi i and γ˜ are in H˜ i2 . In particular, for γ in H1 ∩ H˜ i−1 1 i 2 2 then k˜i divides ki . Thus, the number of ki ’s infinite for V H is the sum of the number for those of H1 H V1 and a quantity less or equal to the number of those for V2 2 . Note that when 2 = H , then k˜ 2 = 1 for j ≥ i. H1 ∩ H˜ i−1 j 2

H1

For (b), if K = K 1 ∩ K 2 > H1 ∩ H2 , then V K = V1 VH

H V1 1

H V2 2 .

K2

× R × V2

is strictly

= ×R× Then, either K 1 > H 1 , or K 2 > H 2 and the Ki corresponding Fi  = 0, i.e., [F1 , F2 ] is in (H ). Also, if (F1 , F⊥1 , F2 , F⊥2 ) has a zero at (x1 , x2 ) in V K for K > H , then, since F⊥i is zero only at the origin, (x1 , x2 ) must be in V1H1 × V2H2 , with
(x1 ,x2 ) ≤ H1 ∩ H2 = H ,

contained in

˜ leading to a contradiction. Thus, the above map is in (H ). Finally, if (H) holds for Vi = Rki ×Ui and Wi , let K = K 1 ∩K 2 and H = H 1 ∩H 2 . H H It is then clear that dim U H ∩ U K = dim W H ∩ W K , since U H = U1 1 × U2 2 and Hi

likewise for K and one has Wi

Hi

= WiH . Note that in general Wi

⊂ WiH .



182

3 Equivariant Homotopy Groups of Spheres H

H

Proposition 7.5. (a) If dim Vi i = dim Wi i + dim
/H i , i = 1, 2 and dim
/H = dim
/H 1 + dim
/H 2 , then, for [Fi ] in (H i ), one has  degE (F1 , F2 ) = degE (F1 ) degE (F2 ) (ki2 /k˜i2 ) Hi

if Wi

= WiH and 0 otherwise.

(b) If Vi = Rki × Ui and let Ui and Wi satisfy hypothesis (H) and W H i = WiH . ˜ i ), one Assume dim
/Hi = ki and dim
/H = k1 + k2 , then, for [Fi , F⊥i ] in (H 1 2 ˜ has [F1 , F⊥ , F2 , F⊥ ] = dH [FH ], where FH is the generator for (H1 ∩ H2 ) and dH = βH 1 H1 βH 2 H2

|H˜ 10 /H1 | · |H˜ 20 /H2 | . |H˜ 0 ∩ H˜ 0 /H1 ∩ H2 | 1

2

Here H˜ i0 is the maximal isotropy subgroup containing Hi , with dim
/H˜ i0 = ki and βH i Hi = deg((F⊥i )H i ).
i (c) Furthermore, if [Fi ]
= d [F i ]
+ [F˜i ]
with dim
/H i = ki and F˜i in ˜ ki −1 , then 

j

[F1 , F2 ]
=



Hj

j

dj1 dk2 dHj ∩Hk [FHj ∩Hk ]
+ [F˜ ]
,

where the sum is over all (j, k)’s such that dim
/Hj ∩ Hk = k1 + k2 , dHj ∩Hk is as ˜ k1 +k2 −1 , as defined in Theorem 3.2. above and [F˜ ]
belongs to  Proof. It is clear that the fundamental cell for H 1 ∩H 2 is the product of the fundamental cell for H 1 by the fundamental cell for H 1 ∩ H 2 on V2 . The dimension conditions j j imply that k˜2 is infinity exactly when k2 = ∞. From Theorem 1.2, one has !  1   2  kj k˜j degE (F1 , F2 ) = deg((F1 , F2 ); Bk1 × Bk2 ) if W H = W H 1 × R × W H 2 and 0 otherwise. From the degree of a product, one obtains the result. For (b), from Lemma 7.4 (b) and (c), one sees that it is enough to compute dH . Now, as in Proposition 7.1, the map [F1 , F⊥1 , F2 , F⊥2 ] is non-zero if zj = 0 for any j with kj1 or kj2 (hence k˜j2 ) infinite. That is, one may apply Theorem 3.4 (on global Poincaré sections). Thus   βH1 βH2 deg F1H1 |Bk1 , F2H2 |Bk2 = βH1 βH2 deg(F1H1 ; Bk1 ) deg(F2H2 ; Bk2 ) = βH1 βH2 |H˜ 10 /H1 ||H˜ 20 /H2 | = βH dH |H˜ 10 ∩ H˜ 20 /H1 ∩ H2 |, since clearly H˜ 10 ∩ H˜ 20 is the maximal isotropy subgroup for H1 ∩ H2 (recalling the H

dimension hypothesis of (b)). Here, βHi = deg(F⊥i ) = deg(F⊥i ; Vi i )βH i . Since one

183

3.7 Operations

 may complement FH by (F⊥1 , F⊥2 ) (V H )⊥ with degree equal to βH 1 βH 2 , one obtains the result. Note that, we have H˜ 10 ∩ H˜ 20 /H1 ∩H2 = (H˜ 10 ∩ H˜ 20 /H1 ∩ H˜ 20 ) (H1 ∩ H˜ 20 /H1 ∩H2 ).

The first quotient has order kj1 since the coordinates coming from H˜ 20 have kj2 = ∞,

and the second has order k˜ 2 . Hence (a) and (b) give the same result for Hi = H i . j

˜ k1 −1 , i.e., to subgroups with For (c) it is enough to note that if [F˜1 ]
belongs to  ˜ ˜ k1 +k2 −1 . Then one applies dim
/K < k1 , then, from Lemma 7.4 (a), [F1 , F2 ] is in  the bilinearity of the product. 

Example 7.3. If V1 = R×W1 and V2 = W2 , then the only relevant isotropy subgroups for the product are those H1 with dim
/H1 ≤ 1 and those H2 with dim
/H2 = 0. Assume dim
/H1 = 1 with (H1 ) generated by η1 and (H2 ) generated by η2 . Then, from Lemma 7.4, one has dim
/H = 1 and (H ) generated by η. From Proposition 7.5 (b) one has [η1 , η2 ]
=

|H˜ 10 /H1 | · |
/H2 | [η]
. |H˜ 0 /H1 ∩ H2 | 1

Suppose now that V1 = R × W1 , V2 = W2 and that dim
/H1 = dim
/H2 = 0. Then, from Lemma 7.4, one has dim
/H = 0. We shall consider the presentations of
/H1 and
/H given by the fundamental cell decomposition. That is,
/H1 = (
/H˜ 11 )(H˜ 11 /H˜ 21 ) . . . (H˜ s1 /H1 ), with kj1 = |H˜j1−1 /H˜j1 |, as in Lemma 7.4. Similarly,


/H2 will have the decomposition in (H˜ 2 /H˜ 2 ), with order k 2 and
/H with j −1

j

j

subgroups of order kj1 for the coordinates of V1H1 and of order k˜j2 = |H1 ∩ H˜j2−1 / H1 ∩ H˜j2 | for the coordinates of V2H2 , with k˜j2 dividing kj2 and the coordinates of Hi

∩ (ViHi )⊥ staying as suspensions. As in §5, we shall use auxiliary spaces with a special action of
: namely the spaces X1 , X2 and X, with

Vi

X1 = (Z1 , Z1 , . . . , Zs1 , Zs 1 )

X2 = (Y1 , Y1 , . . . , Ys2 , Ys2 ) X = X 1 × X2

where si is the number of kji which are larger than 1, the action on Zj and Zj is by γj in H˜j1−1 /H˜j1 and as a cyclic group of order kj1 , while γj acts trivially on the other coordinates. If kj = 2 and corresponds to a real variable of V1 , then Zj is complex. The action of
on X2 is similar but with kj2 , while the action on X coincides for X1 but, on X2 , it is as cyclic groups of order k˜j2 . If k˜i2 = 1, then the action is trivial. Then, on X1 × V1 , one has the following generators for (H1 ):    k1 Q W1 ηj1 = 1 − |Zi |, w1 , (Zi i + 1)Zi , Zi , λj Zj , Zj

184

3 Equivariant Homotopy Groups of Spheres

   ks1 ks1 k1 Q W1 η˜ 1 = ε2 − |Zi ||Zs1 1 + 1|, w1 , (Zi i + 1)Zi , Zi , λ(Zs1 1 + 1)Zs1 , i<s1

where w1 is in W1 and λ = µ + i(2t1 − 1). The generator of (H2 ) on X2 × V2 , will be    k2 |Yj |, w2 , (Yj j + 1)Yj , Yj , Q W2 η2 = 2t2 + 1 − 2 with w2 in W2 and j going from 1 to s2 . Finally, the generators of (H ) on X × V will be    Q W ηj = 1 − |Xi |, w, (Xiki + 1)Xi , Xi , λXj , Xj , with w in W and kj being kj1 for j = 1, . . . s1 and k˜j2 afterward. The other generator Q W η˜ is constructed similarly. For other presentations of (Hi ) we refer to Proposition 6.4 in [IV2]: the proof is much longer than the one for the present special case. Note that, from Theorem 7.1, all these
-suspensions are isomorphisms. Proposition 7.6. Under the above hypothesis one has |
/H1 | · |
/H2 | W [Q ηj ]
+ d˜j [Q W η] ˜
|
/H1 ∩ H2 | |
/H1 | · |
/H2 | W [Q η] [Q W1 η˜ 1 , Q W2 η2 ]
= ˜
|
/H2 ∩ H2 |

[Q W1 ηj1 , Q W2 η2 ]
=

where kj1 d˜j is even. Proof. Note first that (Q W1 ηj1 , Q W2 η2 ) is non-zero if Xi = 0, and that the action of
on X × V is such that the hypothesis of Theorem 5.3 may be applied, i.e.,  [F ]
≡ [Q W1 ηj1 , Q W2 η2 ]
= di [Q W ηi ]
+ d˜j [η], ˜ where

!

di = deg(F ; B H ∩ Arg Xi = 0)

kj .

i =j k2

Here, for i  = j, (Z ki + 1)Zi or (Yi i + 1)Yi is 0 for Arg Xi = 0, only if Xi = 0, in which case the first equation for ηj1 or η2 is non-zero. Hence di = 0 for i  = j . On the other hand, it is easy to compute dj as     !  dj = ki1 ki , ki2 1

i =j

i =j

3.7 Operations

185

that is dj = (|
/H1 |/kj1 )|
/H2 |/(|
/H |/kj ). Since kj = kj1 one has the first result. For the same reasons as above, one has that (Q W1 η˜ 1 , Q W2 η2 ) is non-zero on the boundary of the fundamental cell for X ×V (i.e., if Arg Xi = 0 or 2π/ki ), this implies ˜ Counting the zeros of the map in the that the class of this map is a multiple of Q W η. fundamental cell, one gets that  (kj2 /k˜j2 )[Q W η] ˜
, [Q W1 η˜ 1 , Q W2 η2 ]
= giving the second formula, since one obtains the suspension of the Hopf map. Finally, since     kj1 Q W1 ηj1 + Q W1 η˜ 1 = 0 and kj1 Q W ηj + Q W η˜ = 0, one obtains that kj1 d˜j is even.



Example 7.4. When studying Hopf bifurcation, one will need to compute the class of [η1 , −y]
, where
acts on y as Z2 and η1 = (1 − |z|2 , λz) with
acting on z as S 1 or Zn . Consider the map F2 = (2t2 − 1, −y, Y ), where y and Y have isotropy H2 , with
/H2 ∼ = Z2 . Now, one may look at the map η0 = (2t2 − 1, y, Y ), which generates (
) for V2 = W2 . But η0 may be deformed to (2t2 − 1, y 3 , Y ) and then to (2t2 − 1, y(y 2 − 1), Y ), whose
-degree is decomposed on the set |y| < 1/2, giving F2 and on the set |y| > 1/2, where it is linearly deformable to η2 = (2t2 + 1 − 2y 2 , y(y 2 − 1), Y ). Hence, [F2 ]
= [η0 ]
− [η2 ]
. Since F2 is the suspension of −y, one may compute as well [η1 , F2 ]
. For is just a suspension, hence this part is Q W2 η1 ≡ η1 , which generates (H1 ) for V . For [η1 , η2 ], assume first that dim
/H1 = 1, i.e.,
acts as S 1 on z. Then, in Example 7.3, one has H˜ 10 = H1 , |
/H2 | = 2 and |H1 /H | = 2, since H2 is maximal and H1 cannot be a subgroup of H2 : in fact the elements of H1 are of the form (/, K) such that N, / + 2π K, L/M is an integer. Hence, for any K in Zm1 × · · · × Zms , there is a /(K) such that (/(K), K) is in H1 . On the other hand, H2 = T n × A2 , with Zm1 × · · · × Zms /A2 ∼ = Z2 . If H1 is a subgroup of H2 , then one would have Zm1 × · · · × Zms = A2 , which is not true. In this case, [η1 , η2 ]
= [FH1 ∩H2 ] and one has, if dim
/H1 = 1, [η1 , η0 ], η0

[1−|z|2 , λz, −y]
= [1−|z|2 , λz, y]
−[1−|z|·|y|, λz, (y 2 −1)y]
= [η1 ]
−[η12 ]
. On the other hand, if
/H1 ∼ = Zn , then H1 may be a subgroup of H2 if n is even, since then
/H2 <
/H1 , hence one has a γ such that γ y = −y and γ z = e2πi/n .

186

3 Equivariant Homotopy Groups of Spheres

If H1 is not a subgroup of H2 , then |
/H1 ∩ H2 | = 2n, since k 2 = 2 and k˜ 2 = 2. Then, from Proposition 7.6 one has [1 − |z|2 , λz, −y]
= [η1 ]
− [η12 ]
− d[η], ˜ where η˜ = (ε − |y||zn + 1|, λ(zn + 1)z, (y 2 − 1)y). We shall see, in the next chapter, Lemma 4.2, that in fact d = 0. Recall that n(η12 + η) ˜ = 0 and 2η˜ = 0. 2 2 ˜ If H1 is a subgroup of H2 , then k = 2, k = 1 and [η1 , η2 ]
= 2[η1 ] + d1 [η˜ 1 ], where η˜ 1 = (ε − |zn + 1|, λ(zn + 1)z, y), in which case one has [1 − |z|2 , λz, −y]
= −[η1 ]
− d1 [η˜ 1 ]
. We shall see, in the next chapter (Theorem 4.1) that d1 = 1 if n = 2m with m odd. Since n is even one has nη1 = 0 and 2η˜ 1 = 0 in this case. In particular, if n = 2, then [η1 , η2 ] = [η˜ 1 ]. As we have done with the previous operations, we shall end this subsection by looking at products of orthogonal maps. Clearly, Lemma 7.3 is still valid, with the orthogonal degree on the right hand side. Proposition 7.7. Let Vi = Wi and for any isotropy subgroup Hj , with dim
/Hj = k, let H˜j0 be the isotropy of the k coordinates with kj = ∞. Let Fi , in 
⊥S Vi (S Vi ), be written, for i = 1, 2, as  i dH [FHi ]⊥ , [Fi ]⊥ = then [F1 , F2 ]⊥ =



1 2 dH d 1 H2

|H˜ 10 /H1 ||H˜ 20 /H2 | [FH1 ∩H2 ]⊥ , |H˜ 0 ∩ H˜ 0 /H1 ∩ H2 | 1

2

where the sum is over all H1 in Iso(V1 ), H2 in Iso(V2 ), with dim
/H1 + dim
/H2 = dim
/(H1 ∩ H2 ). Proof. It is clearly enough to compute the class [FH1 1 , FH2 2 ]⊥ for the generators.

Writing V H as (V1H1 × V2H2 ) × (V1H1 )⊥ × (V2H2 )⊥ , one has for the action of
/H = (
/H1 ) × (H1 /H1 ∩ H2 )

k1 coordinates of V1H1 , z1 , . . . , zk1 , giving A1 x1 , . . . , Ak1 x1 linearly independent, and k − k1 coordinates of V2H2 , z˜ 1 , . . . , z˜ k−k1 for the action of H1 on that space. Here, ki = dim
/Hi and k = dim
/H . Note that, given the order chosen in V H , the coordinates of (V1H1 )⊥ and of (V2H2 )⊥ do not contribute, in a non-trivial way, to the fundamental cell.

187

3.7 Operations

Now, as in Lemma 7.1 of Chapter 1, one may write the action of T n on V1H1 as C(ψ1 , . . . , ψk1 )T , that is under a reparametrization of T n , one gets Aj x1 = 0 for j > k1 and x1 in V1H1 . Assume that ψk1 +1 , . . . , ψk−k1 give Aj x2 linearly independent for the action of H1 on V2H2 , then, one may suppose, changing the parametrization, that Aj x2 = 0 for j > k and that Aj x2 are linearly independent for k1 < j ≤ k − k1 . There are also k1 + k2 − k linearly independent vectors Aj x2 for j ≤ k1 . % $

Now, if k = k1 + k2 , then FH1 1 + k11 λj Aj x1 , FH2 2 + kk1 +1 λj Aj x2 has been % $
computed in Proposition 7.5 and gives α FH1 ∩H2 + k1 λj A
j x , where α is the integer of the proposition: recall, from Theorem 6.1, that FH + λj Aj x may be taken as generator of (H ), whenever FH generates ⊥ (H ).
k 2
On the other hand, if k < k1 + k2 , one has to add to FH2 + k1 +1 λj Aj x2 the sum λj Aj x2 for j in a subset J of k1 + k2 − k elements of {1, . . . , k1 } in order to get the generator of (H2 ) in 
Rk2 ×V (S V2 ). But for this second sum one may deform S

2

λj to 0 and then to εj  = 0 fixed, without affecting the class of & '  k1  k FH1 1 + λj Aj x1 , FH2 2 + λj Aj x2 + λj Aj x2 ; J

1

k1 +1

a zero of the pair implies FHi i (xi ) = 0, either x1 = 0 or λj = 0 for j = 1, . . . , k1 , 1 but the
zeros of FH1 (x1 ) have isotropy H1 , with dim
/H1 = k1 , hence x1  = 0. But then, J λj Aj x2 is 0. The last map is never 0, since FH2 2 (x2 ) = 0 implies λj = 0 for j in J and for j = k1 + 1, . . . , k. In particular, εj Aj x2 implies that the map is never 0. Thus, [FH1 1 , FH2 2 ]⊥ = 0, using Proposition 6.1, since this pair is α [FH1 ∩H2 ]⊥ . Note that one may use Proposition 6.1 to prove this result: in fact (FH1 1 , FH2 2 ) is non-zero on ∂Bk and thus,  dj [Fj ]⊥ [FH1 1 , FH2 2 ]⊥ = Hj
with, for any Hi > H , the torus part of H1 ∩ H2 , one has, with H0 = H˜ 10 ∩ H˜ 20 : deg

 Hi   k k FH1 1 + λl Al x1 , FH2 2 + λl Al x2 , ; Bki = 1

Hi
1

dj |H0 /Hj |.

Now, a zero of the pair gives (x1 , x2 ) with
x1 = H1 ,
x2 = H2 and λl = 0 for l = 1, . . . , k. Thus, the degree on the left hand side is 0 if Hi is not a subgroup of H1 ∩ H2 . Furthermore, FH1 1 = (FHH11 , x⊥H1 ), hence for Hi a strict subgroup of H1 ∩ H2 , the degree is the degree for H1 ∩ H2 . From this, we deduce that dj = 0, except for Hj = H1 ∩ H2 , in which case [FH1 1 , FH2 2 ]⊥ = d[FH1 ∩H2 ]⊥ with |H0 /H1 ∩ H2 |d = deg(FH1 1 +


k

2 1 λl Al x1 , FH2

+


k

1 λ l A l x2 )

H1 ∩H2 ; B H1 ∩H2 ). k

188

3 Equivariant Homotopy Groups of Spheres

If k < k1 + k2 , we have already seen that this degree is 0. While, if k = k1 + k2 , H1 H2 then BkH1 ∩H2 = Bk1 × Bk2 , one may deform λl Al x2 to 0 for l ≤ k1 , and one obtains a product: |H0 /H1 ∩ H2 |d  H 1   k 1 k H = deg FH1 1 + λl Al x1 ; Bk1 1 deg FH2 2 +

k1 +1

1

λl Al x2

H 2

 H ; Bk2 2 .

From the fact that on V H i one has a suspension of ViHi , one has    k1 λl Al x1 ; BkH11 = |H˜ 10 /H1 | deg FH1 1 + 1   k 2 deg FH2 + λl Al x2 , BkH22 = |H˜ 20 /H2 | k1 +1

by repeating the application of Proposition 6.1 or from the construction of Theorem 6.1. This gives the result. 

3.7.4

Composition

The last operation which we shall consider is that of composition of maps. Consider three representations V , W and U of the group
and assume f : V → W and g : W → U are equivariant maps. Then g + f is also equivariant. Let  be a bounded open invariant subset of V . We have seen, under the hypothesis of Lemma 6.2 of Chapter 2, that deg
(g + f ; ) = [G + F ]
, where [F ]
= deg
(f ; ) and [G]
= deg
(f ; f ()). Furthermore, we have also seen in Lemma 6.3 of Chapter 2, that under certain hypothesis, one has that [G + F ]
= [G + Fˆ ]
, where Fˆ (s, x) = F (s, x)/&F (s, x)&, a fact which will enable us to use the algebraic properties of the
-homotopy groups of spheres. In general, if F (s, x) = (ϕ(s, x), f (s, x)), is defined on [−1, 1] × {x : &x& ≤ 1}, and non-zero on the boundary of this cylinder, then Fˆ = F /&F & will belong to a cylinder with similar characteristics and one may take the composition with a
-map G, i.e., one obtains a pairing 
SV (S W ) × 
SW (S U ) → 
SV (S U ) ([F ]
, [G]
) → [G + F ]
, which is well defined on homotopy classes. Furthermore, since one may take F (s, x) = (1, 0) if s = ±1 (Lemma 8.1 of Chapter 1), with 2t − 1 = s, one has, for &x& = 1,  F1 (2s + 1, x), if −1 ≤ s ≤ 0 (F1 ⊕ F2 )(s, x) = F2 (2s − 1, x), if 0 ≤ s ≤ 1,

3.7 Operations

189

since, on each s-interval, the first argument of Fi must go form −1 to 1. Lemma 7.4. (a) [G + (F1 ⊕ F2 )]
= [G + F1 ]
+ [G + F2 ]
(b) [(G1 ⊕ G2 ) + Q0 f ]
= [G1 + Q0 f ]
+ [G2 + Q0 f ]
, where (Q0 f )(s1 , x) is the suspension by s1 of f (x), i.e., (s1 , &x&f (x/&x&)) with &f (x)& = 1 whenever &x& = 1. Proof. The proof of (a) follows from the definition, while for (b) one has, for &x& = 1,  G1 (2s1 + 1, f (x)), if −1 ≤ s1 ≤ 0 (G1 ⊕ G2 ) + (Q0 f ) = G2 (2s1 − 1, f (x)), if 0 ≤ s1 ≤ 1 which corresponds to the second sum. As usual, one may perform the sum on s or on  s1 and here we may always assume that F is a suspension. Thus, if [F ]
= rem 2.3, then





˜ j ]
, as an application of Theodi [F˜i ]
and [G]
= ej [G  ˜ j + F˜i ]
. di ej [G [G + Fˆ ]
=

Note that if F K |S K has an extension to V K , then F K |S K is
-deformable to (1, 0) and then (G + F )K is also
-deformable to G(1, 0) = (1, 0). Similarly, if GK has a non-zero extension to W K , then this will be also true for (G+F )K . It is thus important to study the composition for the generators. Lemma 7.5. (a) If V = Rk1 +k2 × V  , W = Rk2 × W  and hypothesis (H) holds for V  and W  and for W  and U , and furthermore dim V H = dim U H for all H in Iso(V ), then hypothesis (H) holds for V  and U .

(b) If, under the same hypothesis, {xili } is a complementing map from (V H )⊥ onto q lq (W H )⊥ and {zj j } is a complementing map from (W H )⊥ onto (U H )⊥ , then {xi i i } will be a complementing map from (V H )⊥ onto (U H )⊥ .

Proof. Let H and K be in Iso(V ). Then dim(V H ∩ V K ) = dim(W H ∩ W K ). Let H˜ ˜ ˜ ˜ be the isotropy of W H , then H < H˜ and W H = W H . One has dim(W H ∩ W K ) = ˜ ˜ ˜ dim(U H ∩ U K ). Now, U H ⊂ U H . From hypothesis (H), one has dim V H = ˜ ˜ dim W H = dim U H , hence the extra hypothesis implies that U H = U H , proving (a). ˜ ˜ Now, the spaces (V H )⊥ , (W H )⊥ = (W H )⊥ , (U H )⊥ = (U H )⊥ have the same dimension and one has equivariant monomials between them, the composition will be a complementing map.  Note that the extra dimension condition will be met if Iso(V ) ⊂ Iso(W ), since ˜ then U H = U H , because H is in Iso(W ). On the other hand, if H˜ is in Iso(W ), then, ˜ ˜ ˜ if H is the isotropy of V H , one has H˜ < H , V H = V H and W H ⊂ W H . In order to ˜ j , we shall assume that Iso(V ) = Iso(W ). This is compare the
-degrees of F˜i and G k 1 the case if V = R × W and W = Rk2 × U .

190

3 Equivariant Homotopy Groups of Spheres

Lemma 7.6. Under the hypothesis of the preceding lemma and assuming that Iso(V ) = Iso(W ), let F H1 : V H1 → W H1 be in (H1 ) and GH2 : W H2 → U H2 be ˜ = (GH2 , zqj ) and H = H1 ∩ H2 . Then: in (H2 ). Define F˜ = (F H1 , xili ) and G j (a) dim
/Hi ≤ dim
/H ≤ dim
/H1 + dim
/H2 . ˜ + F˜ )H is in (H ). (b) (G Proof. Since H < Hi , the first inequality is clear. Now, since H2 is also in Iso(V ), then H is the isotropy subgroup for the space V1 generated by V H1 and V H2 . Then, V H = V H1 × (V H1 )⊥ ∩ V H2 × (V1⊥ ∩ V H ), hence, as in the proof of Lemma 7.4, one has kj = kj1 for xj in V H1 and kj = k˜j2 , which divides kj2 , in the second space, while kj = 1 in the third. This proves the second inequality. ˜ + F˜ = {x li qi } on V ⊥ and that if H1 < H2 , then for any K > H1 , F K Note that G 1 i is
-deformable to (1, 0) and (G + F )H1 is in (H1 ) = (H ). A similar result holds if H2 < H1 . In general, V = Rk1 × Rk2 × (V H1 ∩ V H2 ) × (V H1 ∩ V H2 ⊥ ) × (V H1 ⊥ × V H2 ) × V1⊥ and any X in V is of the form X = (λ1 , λ2 , X0 , X1 , X2 , X⊥ ). Similarly, W = Rk2 × (W H1 ∩ W H2 ) × (W H1 ∩ W H2 ⊥ ) × (W H1 ⊥ ∩ W H2 ) × W1⊥ and any Y in W is of the form Y = (λ2 , Y0 , Y1 , Y2 , Y⊥ ). From the hypothesis on V  and W  , these subspaces have the same dimension. A similar decomposition holds for U , and any element Z of U is of the form Z = (Z0 , Z1 , Z2 , Z⊥ ). One has l ), F˜ (X) = ((Fλ , F0 , F1 )(λ1 , λ2 , X0 , X1 ), X2l , X⊥

with F1 |X1 =0 = 0 and (Fλ , F0 )|X1 =0  = 0, since the isotropy of V H1 ∩ V H2 is strictly l ) stands for {x li } and one should larger than H1 and F H1 is in (H1 ). Here (X2l , X⊥ i normalize F˜ as F˜ /&F˜ &. Similarly, one has ˜ + F˜ (X) = (G0 (Fλ , F0 , X2l ), F q (λ1 , λ2 , X0 , X1 ), G2 (Fλ , F0 , X2l ), Xlq ), G 1 ⊥ where G2 (λ2 , Y0 , 0) = 0 and G0 (λ2 , Y0 , 0)  = 0 on W H1 ∩ W H2 , since GH2 is ˜ + F˜ )H1 , with X2 = X⊥ = 0, has G0 deformable to in (H2 ). Thus, (G ˜ + F˜ )H2 , with X1 = X⊥ = 0, has F1 = 0 and (Fλ , F0 ) in(1, 0). Similarly, (G ˜ + F˜ )H2 is
-deformable to dependent of X2 and
-deformable to (1, 0). Hence (G l l (G0 (1, 0, X2 ), 0, G2 (1, 0, X2 ), 0) and then to (1, 0). Thus, if H is a strict subgroup ˜ + F˜ is trivial on V H1 ∪ V H2 . of Hi , i = 1, 2, then G

191

3.7 Operations

Let now K > H and decompose V K as above. One has a non-zero
-extension ˜ + F˜ on V K ∩ (V H1 ∪ V H2 ), i.e., for X2 = 0 or X1 = 0. If V K ∩ V H1 is strictly of G contained in V H1 , then X1 has some components xi = 0 and the remaining variables, ˜ in X1 , have isotropy H˜ 1 containing strictly H1 (if not V K ∩ V H1 = V H1 would be ˜ V H1 ). Hence, on V K ∩ V H1 , one may extend F H1 to a map of norm 1. Then, for X, K in the unit ball of V , one has either &X2 & = 1 and (G0 , G2 )  = 0, or &X2 & < 1, ˜ ˜ + F˜  = 0 or &F1 & < 1 in which case, from &F H1 & = 1, either &F1 & = 1 and G and &(Fλ , F0 )& = 1 with (G0 , G2 ) = 0. Hence, in this case one has a non-zero
-extension to V K . On the other hand, if V K ∩ V H1 = V H1 , then V K ∩ V H2 is strictly contained in H 2 V and (G0 , G2 ) has a non-trivial
-extension to W K ∩ W H2 . But (Fλ , F0 , F1 ) has ˜ + F˜ )K  = 0, a
-extension to V H1 = V K ∩ V H1 with norm one. If F1  = 0, then (G K H 2 while if F1 = 0, then (Fλ , F0 ) is in V ∩ V and (G0 , G2 ) has the non-trivial
˜ + F˜ )H ˜ + F˜ )K has a non-trivial
-extension for all K > H , i.e., (G extension. Thus, (G is in (H ).  Proposition 7.8. Let V = Rk1 +k2 × V  , W = Rk2 × W  , Iso(V ) = Iso(W ) and assume hypothesis (H) holds for V  and W  and for W  and U . If dim
/Hi = ki ˜ be the generators of (H ˜ i ). Then, and k = dim
/H = k1 + k2 , let F˜ and G ˜ + F˜ ]
= d[F˜H ]
, where F˜H generates (H ˜ ), Fˆ = F˜ /&F˜ & and [G d = βH H1 β˜H H2

|H˜ 10 /H1 | · |H˜ 20 /H2 | , |H˜ 0 ∩ H 0 /H1 ∩ H2 | 1

2

˜0 li for xi in V H ∩ (V H1 )⊥ ∩ (V H2 )⊥ , β˜H H2 = qj for yj in where βH H1 = W H ∩ (W H2 )⊥ . Here H˜ i0 is the isotropy of the ki coordinates with kj = ∞.

More generally, if F H1 |∂Bk1  = 0 and GH2 |∂Bk2  = 0, with F H1 in (H1 ) and GH2 ˜ + F˜ is in (H ) and has a non-zero extension G ˜ + Fˆ to ∂Bk1 +k2 , in (H2 ), then G ˆ ˜ where F (x) = α F (x), with α −1 (x) = min (&F˜ &) max(&F˜ (x)&/ min &F˜ &, 1 − &x&) ∂Bk1

∂Bk1

and one has, with the number d above, ˜ + F˜ )H ) = d degE (F H1 ) degE (GH2 ). degE ((G Proof. Let z1 , . . . , zk1 be the variables in V H1 with kj1 = ∞ and zk1 +1 , . . . , zk , be the variables in V H2 with kj2 = ∞. From the fact that k = k1 + k2 one has that none of these variables are in V H1 ∩ V H2 .

192

3 Equivariant Homotopy Groups of Spheres

From Theorem 3.3 and rescaling the variables so that one works in a unit ball, one has, with s = 2t − 1, that F˜ is, up to normalization   F˜ = s + 2 − 2 |2xj |, X00 , λ2 , (λ11 + i(|2z1 |2 − 1))z1l1 , . . . ,  lk l l (λk11 + i(|2zk1 |2 − 1))zk11 , (Pj (2X1 , 2X0 ) + 1)xjj , (Qj (2yj ) − 1)yj , X2l , X⊥ , where X00 is in V
, xj is in V H1 , with xj in the first component standing for those coordinates with kj1 > 1 (including zj and yj ), and Pj , Qj have the usual meaning. By starting the fundamental cell with the components of X1 , Pj will be a monomial in the coordinates of X1 , for xj in X1 . The zeros of F˜ in Bk1 +k2 are for s = 0, λ = 0, 2zj = 1, |2xi | = 1 and there are |H˜ 10 /H1 | of them. ˜ before normalization One has a similar expression for G,   qk +1 q ˜ = s+2−2 G |2x˜j |2 , X00 , Y1 , (λ12 + i(|2zk1 +1 |2 − 1))zk11+1 , . . . ,  q q ˜ j (2y˜j ) − 1)y˜j , Y q , (λk22 + i(|2zk |2 − 1))zk k , (P˜j (2Y2 , 2Y0 ) + 1)x˜j j , (Q ⊥ where x˜j are in W H2 . By starting the fundamental cell with the coordinates of Y2 , P˜j will depend on these coordinates for x˜j in Y2 . ˜ F˜ ) and to compute We leave to the reader the task of giving expressions for G(α its degree on Bk1 +k2 . In fact, in general, if F H1 (X0 , X1 ) = (F0 , F1 ), with F0 in l ), W H1 ∩W H2 and F1 in W H1 ∩(W H2 )⊥ , then F˜ (X0 , X1 , X2 , X⊥ ) = (F0 , F1 , X2l , X⊥ H H H H H 2 1 2 2 1 while, if G (Y0 , Y2 ) = (G0 , G2 ), with G0 in U ∩ U and G2 in U ∩ (U )⊥ , then ˜ 0 , Y1 , Y2 , Y⊥ ) = (G0 , Y q , G2 , Y q ). G(Y 1 ⊥ q

ql

˜ F˜ ) = (G0 (αF0 , αXl ), α q F (X0 , X1 ), G2 (αF0 , αXl ), α q X ). Note that Then, G(α 1 2 2 ⊥ α −1 (x) = &F˜ (x)& if &x& = 1 (on ∂B) and on ∂Bk1 (there &F˜ (x)&/ min∂Bk1 &F˜ & ≥ ˜ F˜ (x)) is non-zero (since G ˜ 1 ≥ 1 − &x&). In general, if α −1 (x) = &F˜ (x)&, then G(α −1 ˜ ˜ is non-zero on the unit sphere), while if α (x) = min∂Bk1 &F &(1 − &x&) ≥ &F (x)&, then &α F˜ (x)& ≤ 1. l For k1 < j ≤ k, zj in Bk2 appears as zjj in F˜ , thus α F˜ maps Bk1 +k2 into Bk2 and ˜ is non-zero. ∂Bk1 +k2 into ∂Bk2 , where G From Proposition 6.1 of Chapter 2, one has ˜ BkH ) deg(α F˜ − p; BkH +k ), ˜ F˜ )H ; BkH +k ) = deg(G; deg(G(α 1 2 2 1 2 where p is in Bk2 . The left hand side is ˜ F˜ )), |H˜ 10 ∩ H˜ 20 /H | degE (G( while

˜ BkH ) = |H˜ 20 /H2 | degE (G) deg(G; 2



qj ,

3.7 Operations

193

for qj corresponding to Y1 and Y⊥ , hence qj = β˜H H2 . On the other hand, one may choose all the components of p to be 0 except those corresponding to zj , j = k1 + 1, . . . , k, which may be taken to be 1/2. One may deform α to 1 and use the l l product theorem, where xjj will contribute lj except for zjj − 1/2, for zj real and positive, which contributes 1, i.e., a total degree equal to deg(F H0 ; Bk1 )βH H1 = |H˜ 10 /H1 | degE (F H1 )βH H1 .



Corollary 7.4. Under the hypothesis of Proposition 7.8, if  di [F˜i ]
+ [F˜ ]
[F ]
=  ˜ j ]
+ [G] ˜
, [G]
= ej [G ˜ in k2 −1 , then with dim
/Hi = k1 , dim
/Hj = k2 , [F˜ ]
in k1 −1 , [G]   ˜
with fl = [G + F ]
= fl [K˜ l ]
+ [K] di ej dij , ˜
is in k−1 and the second sum is over all (i, j ) such that Hi ∩ Hj = Hl , where [K] with dim
/Hl = k1 + k2 = k, and dij is given in Proposition 7.8.
˜ j ]
+ [K] ˜
with [K] ˜
in Proof. From Lemma 7.4, one has [G + F ]
= di ej [F˜i + G ˜ j ]
= dij [K˜ ij ]
, for Hl = Hi ∩ Hj with dim
/Hl = k and dij = k−1 and [F˜i + G 0 ˜ ˜ βH Hi βH Hj |Hi /Hi ||H˜j0 /Hj |/|H˜ i0 ∩ H˜j0 /H |.  Example 7.5. Let V = W , hence k1 = 0, and V = Rk × U . Then, βH Hj = β˜H Hj = 1, and from Lemma 7.6, one has dim
/Hl = dim
/Hj for any Hi , with dim
/Hi = 0. In this case F˜ = 0, H˜ i0 =
. For instance, assume that F consists in changing one real variable y, where
acts as − Id, into −y, leaving the other coordinates unchanged. Then, from Example 7.4, one has [F ] = [F
] − [F1 ], where F1 (s, y, X) =
(s + 2 − 8y 2 , (4y 2 − 1)y, X) and [F
] = [s, y, X]. ˜
, one has Then, if [G]
= ej [F˜j ]
+ [G] [G + F ]
= [G]
− [G + F1 ]
. If dim
/Hj = k, and H1 is the isotropy of y, then, either H1 ∩Hj = Hj , i.e., Hj < H1 , and d1j = |
/H1 | = 2, or H1 ∩ Hj is a strict subgroup of Hj , with |H˜j0 /H1 ∩ Hj | = |H˜ 0 /Hj ||Hj /H1 ∩ Hj | = 2|H˜ 0 /Hj |, since any γ in
, in particular in Hj , is such that j

j

γ 2 is in H1 , in which case d1j = 1. Thus,   ˜
, [G + F ]
= − ej [F˜j ]
+ ej ([F˜j ]
− [F˜H1 ∩Hj ]
) + [K] Hj
Hj 
194

3 Equivariant Homotopy Groups of Spheres

˜ in k−1 . for Hj with dim
/Hj = k and [K] The last result in this section will concern the case k1 = 1, k2 = 0, V = R × W, W = U . The case dim
/H1 = dim
/H = 1, dim
/H2 = 0 was treated in the preceding proposition. There remains only the case dim
/H = dim
/Hi = 0. Let {kj1 } corresponding to the fundamental cell decomposition for H1 and {kj2 } for H2 . Then, for H = H1 ∩ H2 , one has the fundamental cell with kj = kj1 for the variables in V H1 and k˜ 2 , dividing k 2 , for the variables in V H2 ∩ (V H1 )⊥ . Let j

j

X1 = (Z1 , Z1 . . . , Zs1 , Zs 1 ), X2 = (Y1 , Y1 , . . . , Ys2 , Ys2 ) and X = X1 × X2 be as in Proposition 7.6, with the special action on Zj and Yj . Then, on (X × V )H1 , one has the generators for (H1 )    1 Q W ηj1 = 1 − |2Zi |, w, ((2Zi )ki + 1)Zi , Zi , . . . , λZj , Zj , Yi , Yi

with λ = µ + i s, (s = 2t − 1), and   1 |2Zi ||(2Zs1 )ks1 + 1|, w, Q W η˜ 1 = ε 2 − i<s1

 1 1 ((2Zi )ki + 1)Zi , Zi , . . . , λ((2Zs1 )ks1 + 1)Zs1 , Zs 1 . On the other hand, on (X × V )H2 , one has the generator for (H2 )    2 Q W η2 = s + 2 − 2 |2Yi |, w, ((2Yi )ki + 1)Yi , Yi , Zi , Zi . Finally, the generators, on (X × V )H , for (H ), are similar to ηj1 and η˜ 1 but of the form    Q W ηj = 1 − |2Xi |, w, ((2Xi )ki + 1)Xi , Xi , . . . , λZj , Zj with ki = ki1 for Xi = Zi and 1 ≤ i ≤ s1 and ki = k˜i2 for Yi . As in Propositions 7.6 and 7.8, one has  [F ]
= [Q W η2 (αQ W ηj1 )]
= di [Q W ηi ]
+ d˜j [η] ˜ where α is the normalization of Proposition 7.8, !

di = deg(F ; B H ∩ Arg Xi = 0)

kl .

i =l

Since

     Q W η2 (αQ W ηj1 ) = α 1 − |2Zi | + 2 − 2 |2Yi |, αw,

 1 2 α((2Zi )αki + 1)Zi , αZi , αλZj , αZj , ((2Yi )ki + 1)Yi , Yi ,

3.8 Bibliographical remarks

195

it is clear that, if Zi ≥ 0, i  = j , or if Yi ≥ 0, this map has no zeros. Hence, di = 0, i  = j . While     !  dj = ki1 ki . ki2 i =j

i =j

We have proved the first part of Proposition 7.9. Under the above hypothesis, one has $ % % $ W |
/H1 | · |
/H2 | $ W % Q ηj
+ d˜j Q W η˜
Q η2 (Q W ηj1 )
= |
/H1 ∩ H2 | %

$

Q W η2 (Q W η˜ 1 )




=

|
/H1 | · |
/H2 | $ W % Q η˜
|
/H1 ∩ H2 |

where kj1 d˜j is even. Proof. For the second equality, one has that Q W η2 (Q W η˜ 1 ) is non-zero on the fundamental cell for X × V , hence its class is a multiple of Q W η. ˜ Counting the zeros of the map in the fundamental cell, one obtains (kj2 /k˜j2 ) of them, which gives the equality. The fact that k 1 d˜j is even is proved as in Proposition 7.6.  j

3.8

Bibliographical remarks

The problem of classification of equivariant homotopy classes of maps on spheres has been partially studied from the point of view of algebraic topology, essentially for finite groups and self-maps, but not necessarily linear actions. The obstruction approach has been used in the books by T. t. Dieck and Bredon. Study of the first obstruction has been given in the paper by Kosniowski. A complete result (with a proof corrected by Dancer) for self-maps and linear actions was given by Rubinstein. This obstruction idea was used in [I0] for the group S 1 and a semi-free action. The results on the extension problem and the first 3 sections of this chapter are taken from [I.V. 1–3]. The case of non-abelian actions is treated in the book of Kushkuley and Balanov, with an important contribution to the general Borsuk–Ulam problem. This last subject, the ordinary degree of equivariant maps, has been extensively studied: see the survey papers by Steinlein, Zabrejko and interesting results by Nirenberg, Wang, Rabier and the book by Bartsch. As seen in Section 4, a complete answer is still lacking, even for abelian actions. The one parameter case, in particular the problem of secondary obstructions, is taken from [IV2]. The recent papers by Balanov and Krawcewicz give results for non-abelian actions.

196

3 Equivariant Homotopy Groups of Spheres

Orthogonal maps are classified in [IV3]. The results on operations are taken from [IV2] and [IV3]. Products of maps are also considered in the book by Krawcewicz and Wu. The suspension Theorem 7.1 was given incompletely in [IV1].

Chapter 4

Equivariant Degree and Applications

In this last chapter we shall see how to apply the results for the equivariant homotopy groups, given in the previous chapter, to the computation of the equivariant degree of a map, in particular coming from differential equations. We shall first prove that any class in these homotopy groups is achieved as the
-degree of a map on a reasonable set . Then, we shall compute the
-index of an isolated orbit, with several applications to bifurcation. The next section will concern the orthogonal index of an isolated orbit and an application to two mechanical systems. The last section regards the
-degree of a loop of orbits and its applications to Hopf bifurcation, systems with first integrals and similar problems.

4.1

Range of the equivariant degree

Recall that if V and W are two
-representations and if  is a bounded open and ¯ into W and non-zero invariant subset of V , then for f (x), a
-equivariant map from  on ∂, one defines the
-degree of f with respect to  as deg
(f ; ) = [F ]
= [2t + 2ϕ(x) − 1, f˜(x)]
, where f˜ is a
-extension of f to a ball BR containing  and ϕ(x) is an invariant ¯ and value 1 outside a neighborhood of . ¯ Then, Uryson function with value 0 in 
W [F ]
is an element of S V (S ). Hence, the first question is the following: given ¯ into W , such that [F ]
in the above group, does there exist a
-map f , from  deg
(f ; ) = [F ]
? In this section we shall give a partial, but explicit, answer to this question, that is, in all the cases studied in Chapter 3, where one had concrete generators for the above group, or at least its “free part”. We shall also answer this question for the case of
-orthogonal maps. Assume then that V = Rk × U and U and W satisfy hypothesis (H), that is, for an abelian group
: (a) dim U H = dim W H , for all H in Iso(V ) (b) There is a
-equivariant map {xi } → {xili } from U into W . Then we have seen in Theorem 3.2 of Chapter 3 that 
SV (S W ) = k−1 × Z × · · · × Z,

198

4 Equivariant Degree and Applications

with one Z ∼ = (H ) for each H with dim
/H = k, and (H ) is generated by the maps FH given in Theorem 3.3 of Chapter 3. Furthermore, if k = 1, then  ˜ ˜ (H ) = 
V˜ (S W ), 0 = S

dim
/H =0

n n where
˜ =
/T n , V˜ = V T , W˜ = W T , and (H ) is a finite group generated by ηjH , j = 1, . . . , sH , and η˜ H , as given in Theorem 5.2 of Chapter 3 (here sH is the number of kj ’s which are larger than 1 and one has repetition of the variables). Thus, any element [F ]
in 
SV (S W ) is written as

[F ]
= [F˜ ]
+



dH [F˜H ]
,

where [F˜ ]
is in k−1 and dH is an integer. The sum is over all H ’s with dim
/H = k. If k = 1, then one may write [F˜ ]
in the form    [F˜ ]
= dj H [ηjH ]
+ d˜H [η˜ H ]
, H

where the sum is over all H ’s with dim
/H = 0. If U = W , then one may use the presentation of (H ) given in Theorem 5.5 of Chapter 3. Theorem 1.1. (a) If V = Rk × U , where U and W satisfy (H), then, given any ¯ into W , non-zero on ∂, such sequence {dH } of integers, there is a
-map f from  that  dH [F˜H ]
, deg
(f ; ) = [F˜ ]
+ provided one takes dH = 0 if H = φ and |
/H ||dH | at most equal to the number of components of H if dim V H = 1, hence |
/H | ≤ 2. (b) If k = 1, then any [F ]
in 
SV (S W ) is the
-degree of a
-map f defined on , provided the corresponding invariants dH , dj H , d˜H are taken to be 0, if H = φ (the repetition of variables, of Theorem 5.2 in Chapter 3, is assumed here), and d
= 0 if dim W
≤ 2. Proof. Note first that if there is an H with H empty then K = φ for any K > H , in particular for K =
. On the other hand, if H  = φ, then, since H is open in V H , there is a X0 = (λ0 , X00 , yi0 , zj0 ), with yi0 and zj0 different from 0, in H . Here, any point in V = Rk × U is written as (λ, X), with λ in Rk , X in U of the form X = (X0 , yi , zj ), where X0 is in U
, the group
acts as Z2 on yi and as Zm or S 1 on the complex coordinate zj . By changing variables, we shall assume that λ0 = X00 = 0. Our next step will be to show that any of the explicit generators given in the previous chapter may be taken as the
-degree of a map f :  → W, ∂ → W \{0}.

4.1 Range of the equivariant degree

199

(a) If dim
/H = k > 0 and dim W
≥ 1 (hence dim U
≥ 1), let X0 = (x0 , X˜ 0 ) be a decomposition of U
. Define xj = xj /|xj0 |, for xj = yj or zj , and x0 = x0 /R where R is the radius of a large ball containing . Let    2  l |xj | − 1 , X˜ 0 , {(iλj − (|zj |2 − 1))zjj }j =1,...,k , f (λ, X) = x0 − 2  l (−Qj + 1)yj , (Pj + 1)zjj , xsls , where the product is over all xj in U H ∩ (U
)⊥ , z1 , . . . , zk are the variables with kj = ∞ and an isotropy subgroup H0 =
z1 ∩ · · · ∩
zk with dim
/H0 = k. The invariant polynomial Qj is yj2 if kj = 2 and Pj (y1 , . . . , yj ) if kj = 1, where Pj is based on the real coordinates. For zj , one takes Pj = Pj (x1 , . . . , xj ) as the invariant polynomial of Lemma 6.3 in Chapter 1. Finally, xs are the coordinates of (V H )⊥ . For any integer d, one may replace λk + i(|zk |2 − 1) = A by Ad , where Ad means A¯ |d| if d is negative. Since |x0 | ≤ 1 in H , the zeros of f in H have xj  = 0 for all j ’s and for  |x | = 1, as in Theorem 3.2 of Chapter 3. For zj in R+ , for j = 1, . . . , k, there are

j kj = |H0 /H | zeros, equal to γ X0 , for some γ in
, and only one of these zeros is in CH , the fundamental cell for H . For the map (2t − 1 + 2ϕ(λ, X), f (λ, X)) one may deform ϕ to 0 on ∂(I × B H ), since the zeros of f (λ, X) in I × B H are the orbit of X 0 , i.e., in . Furthermore, one may rotate 2t − 1 and x0 to obtain the map 

− x0 , 2t + 1 − 2



 l l |xj |2 , X˜ 0 , (iλj − (|zj |2 − 1))zjj , (−Qj + 1)yj , (Pj + 1)zjj , xsls .

After a rotation of the first two components, one obtains a
-map which is similar to the generator FH of Theorem 3.3 in Chapter 3: it differs from the fact that here one has all the components xj and by the new definition of Qj , while in FH one had considered only yj with kj = 2. In any case, this map is in (H ), since, if K > H , one needs that one of the xj to be 0. Furthermore, this map has an extension degree 1, up to an orientation factor which may be fixed by choosing d = −1. Thus, one may take this new map as a generator of (H ) and, by letting d to be arbitrary, have the complete (H ) ∼ = Z. ¯
= φ in order (b) If k > 0 and dim W
= {0}, then f (λ, 0) = 0 and one needs  0 H to define the
-degree of f . As before, let (0, xj ) be a point of  with xj0  = 0 for all j ’s and define λk = λk /R. Let  l f (λ, x) = {(iλj − (|zj +1 |2 − 1))zjj }j =1,...,k−1 ,    (|xj |2 − 1)2 + i(|z1 |2 − 1) zklk , i λk + 2  l (−|zk |2 Qj + 1)yj , (|zk |2 Pj + 1)zjj , xsls ,

200

4 Equivariant Degree and Applications

where Qj = Qj (y1 , . . . , yj ) and Pj = Pj (x1 , . . . , xj ) as before, and the sum in the

zk -component is over all j ’s. The factor A of zklk may be replaced by Ad . If f (λ, X) = 0 and zk = 0, then xj = 0 for all j ’s and X = 0, that is (λ, 0) belongs to 
= φ. Hence, zk  = 0, |zj | = 1 for j = 1, . . . , k, and if xj = 0 for
j > k, one has λk + 2 (|xj |2 − 1)2 ≥ λk + 2 > 0. Thus, the zeros in H are for |xj | = 1, λ = 0, X = γ X 0 . For the map F (t, λ, X) = (2t − 1 + 2ϕ(λ, X), f (λ, X)), one may deform ϕ(λ, X) to 0, obtaining an element of (H ). The extension degree of F on the fundamental cell CH is 1, up to an orientation factor, and one may take F (t, λ, X) as the generator of (H ). (c) If k = 0 and one has at least one complex z1 in V H , then, if dim W
is positive, the map     2  d l |xj | − 1 , X˜ 0 , −(Qj − 1)yj , (Pj j + 1)zjj , xsls f (X) = x0 − 2 gives an element F (t, X) = (2t − 1 + 2ϕ(X), f (X)) which is in (H ) with extension degree equal to dj . While, if dim W
= 0, then one defines d

where a =

l

f (X) = ((−aQj + 1)yj , (aPj j + 1)zjj , xsls ), |xj |. It is clear that one cannot have a = 0 in a zero, unless X = 0 which

does not belong to H . Since P1 (z1 ) = z1k1 , on a zero in H , one has |xj | = a αj and
one may modify aP1 to a p P1 in such a way that αj  = 1. Hence, on a zero, one has   a = 1, |xj | = 1, i.e., X = γ X0 and deg
(f ; ) = dj [F˜H ], since for the zero in l

0lj

CH , one may deform xjj to xj

and a to 1.

(d) If all coordinates in V H are real, k = 0 and dim W
> 0, then if |
/H | > 2, take two y’s, say y1 and y2 , with k1 = k2 = 2 and consider the map    2  yj − 1 , X˜ 0 , −(Re(y12 − 1 + i(y22 − 1))d y1 , f (X) = x0 − 2  −(Im(y12 − 1 + i(y22 − 1))d )y2 , −(Qj − 1)yj , xsls , where Qj = yj2 if kj = 2 and Pj (y1 , . . . , yj ) if kj = 1. Again, the zeros of f (X) are for X0 = 0, |yj | = 1, with an extension degree equal to d (up to an orientation factor). While, if |
/H | = 2 and k1 = 2, with kj = 1 for j > 1, consider the above map but with y12 − 1 + i(y22 − 1) replaced by y12 − 1 + i(y1 y2 − 1), if dim V H ∩ (V
)⊥ > 1. If this dimension is one, take the map f (X) = (Im(x0 − 2(y 2 − 1) + iy 2 (y 2 − 1))d , y Re(x0 − 2(y 2 − 1) + iy 2 (y 2 − 1))d , xsls ),

4.1 Range of the equivariant degree

201

which has only two zeros in H : y  = ±1, x0 = 0. Then, one proves that (2t − 1 + 2ϕ(x), f (x)) has an extension degree equal to d: near (x0 = 0, y  = 1) deform y to 1, use ((1 − τ )y 2 + τ )(y 2 − 1) and deform (x0 − 2(y 2 − 1) + i(y 2 − 1))d to (x0 + i(y  − 1))d , with degree equal to d. If H =
and dim W
≥ 2, the map ((x0 + ix1 )d , X˜ 0 , xili ) gives, on W
, a degree equal to d. If dim W
= 1, then 
is the union of disjoint intervals and with ±(x0 − xj ), xj a fixed point in the j ’th interval, one achieves at most ± (the number of components of 
). (e) If all in V H are real, k = 0 and dim W
= 0, then, if dim V H > 1,

coordinates take a = yj2 and consider the map f (X) = (− Re(aQ1 − 1 + ib(aQ2 − 1))d y1 , − Im(aQ1 − 1 + ib(aQ2 − 1))d y2 , (aQj − 1)yj ), where b is a positive number, depending on d, such that (1 + ib)d is neither real nor pure imaginary. Thus, a = 0 leads to yj = 0 for all j , i.e., a zero X = 0 in 
= φ. Hence, a  =
0 and the zeros of f (X) in  are such that |yj | = a αj . Modifying a Qs to a 2 Qs if αj = 1, one gets that a = 1 and |yj | = 1. In particular, there is only one zero in CH , with yj = 1 for all j ’s. Near that zero, one may deform f (X) to ((aQ1 − 1 + i(aQ2 − 1))d , aQj − 1), with index d. If dim V H = 1, then H is the union of disjoint intervals, one has deg(2t +2ϕ(y)− 1, f˜(y); B0 ) = deg(f (y); B0 ∩H ) and, on each interval of B0 ∩H = H ∩{y > 0}, the degree of f may be 0 or ±1. It is then easy to construct an odd map with local index equal to ±1 on each such interval. (f) If k = 1 and |
/H | < ∞ with dim W
≥ 1, let    2  fj (µ, X) = x0 − 2 |xi | − 1 , X˜ 0 , (Qi − 1)yi ,

 l i(µ + i(|zj |2 − 1))d zjj , {Pi + 1)xili }i=j , xsls ,

where Qi and Pi are functions of x1 , . . . , xi . Here the repetition of variables of Theorem 5.2 of Chapter 3 is also assumed. Thus, if zj corresponds to a couple of real variables with a Z2 -action, then zj = y1 + iy2 . It is clear that deg(2t − 1 + 2ϕ(µ, X), fj ; C ∩ {Arg zj = 0}) = d (up to an orientation factor), i.e., that fj may replace ηj , when d = 1, in Lemma 5.4 of Chapter 3. Similarly, choose ε1 , . . . , εn , with |εi | = 1, such that {(Qi − 1, Pi − εi )} has |
/H | zeros, with |xi | = 1, and only one zero X 0 in CH . Take ε small enough and

with A = −εn−1 i
{(−(εεi )−1 |A|Pi + 1)xili }i
202

4 Equivariant Degree and Applications

recalling that n > 1 since at least xn is repeated. Since xi = 0 or xn = 0 implies |A| = 1 and A = 0 implies, on a zero, yi = xi = 0, a contradiction, the zeros of f˜(µ, X) are such that µ = x0 = X˜ 0 = 0, Xi = γ Xi0 , |xn − xn0 | = ε. Furthermore, on ∂CH , the map (2t + 2ϕ(µ, X) − 1, f˜(µ, X)) is homotopic to the generator η˜ of Lemma 5.4 in Chapter 3. If H =
and n = dim W
, then deg(F
; 
), as defined in Chapter 2, belongs to n+1 (S n ), due to the presence of t and µ. Then, if n ≥ 3, the map (x12 + x22 − ε 2 , i(µ + ix0 )(x1 + ix2 ), . . . ) is the Hopf map, while if n = 2 and  is the ball {µ2 + x02 + x12 < 2}, then any F
is homotopic, on the boundary of the ball, to a constant map (since 2 (S 1 ) = 0), hence d
must be 0 in this case. If n < 2, then dH = 0. (g) If k = 1 and |
/H | < ∞, with W
= {0}, take the map  fj (µ, X) = (−|zj |Qi + 1)yi , (|zj |Pi + 1)xili , n    d l i µ + 2 (|xi |2 − 1)2 + i(|zj |2 − 1) zjj , xsls , 1

where Qi and Pi are functions of x1 , . . . , xi and µ = µ/R. The zeros of fj in H are for |zj | = 1, |xi | = 1 and µ = 0 (since 
= φ). As in Theorem 5.2 of Chapter 3, it is easy to compute deg(fj ; CH ∩ {Arg zj = 0}) = d and to see that there are no zeros on the previous faces of CH . Hence, deg
(fj ; ) = dηj . In order to get a map with
-degree equal to η, ˜ consider  f˜(µ, X) = {1 − ε −1 εi−1 |xn ||A|Pi )xili }i
4.1 Range of the equivariant degree

203

deformed map will lead to Pi = εi , |xn ||Pn − εn | = ε and µ + 2(|xn |2 − 1)2 = 0, with xiτ = xi0 for i < n. As before, xn should be close to xn0 , hence a point inside CH . It is then easy to deform xnln and |xn | to xn0ln and 1, arriving at the map (2t − 1 + 2ϕ, −ε −1 εi−1 |Pn − εn |Pi + 1, (µ + i(ε 2 − |Pn − εn |2 ))(Pn − εn )). One may deform linearly the first component to 2t − 1 + (|Pn − εn |2 − ε2 ). Replacing 2t − 1 by (1 − τ )(2t − 1) in this component and i(ε2 − |Pn − εn |2 ) by i(1 − τ )(ε2 − |Pn − εn |2 ) + iτ (2t − 1), one arrives at (|Pn − εn |2 − ε 2 , −ε−1 εi−1 |Pn − εn |Pi + 1, (µ + i(2t − 1))(Pn − εn )). One may replace ε −1 |Pn − εn | by 1 and get the map η˜ of Lemma 5.4 in Chapter 3. Thus, up to here we have seen that all the known generators and their multiples are realized by the
-degree of some map defined on . It remains to show that any sequence {dH } may be realized by the
-degree of a map. Let then {dH } be any admissible sequence of integers (i.e., dH = 0 if H = φ and dH limited by the number of components of H if dim V H = 1). We shall give two constructions, according to the case k > 0 or k = 0, leaving to the reader the task to extend each one to the other case.
(α) If k > 0, choose N values of λk ≡ µ, labelled µ1 , . . . , µN , with N = |dH | and µj +1 − µj ≥ 4ε1 , for some small ε1 such that, for each j , there is an isotropy 0 ) in H , with all the components of group H and a point (λ01 , . . . λ0k−1 , µj , X00 , XH 0 non zero. This is possible because H is open (and non-empty) in V H and there XH are only a finite number of dH ’s different from 0. For each j , corresponding to a certain H and a possible face of CH , let fj be one of the above generators with the following modifications: 1. Replace (λ, X0 ) by (λ − λ0 , X0 − X00 ), where λ = (λ1 , . . . , λk−1 , µ) and λ0 = (λ01 , . . . , λ0k−1 , µj ). 2. Let ϕj be a Uryson function depending only on µ, with value 1, if |µ−µj | < ε1 and value 0, if |µ − µj | > 2ε1 . Then, in case (b), replace the factor of zklk by 

k     i µ +4 (1 − ϕ|zj |2 )2 + 4 (1 − ϕ|zk |Qj )2 + 4 |1 + ϕ|zk |Pj |2 + i(|z1 )2 − 1 . 

j =1

A similar modification is made for the first maps fj in case (g). For the map f˜ in (g) replace the factor of xnln by 



i µ +2

n−1  1

 |ϕ|xn ||A|Pi ε−1 − εi |2 + 2|ϕ 2 |xn |2 − 1|2 − i(1 − ϕ 2 |xn |2 |A|2 ε−2 ) A.

204

4 Equivariant Degree and Applications

Define then (with a slight change, given below, for the maps f˜ of cases (f) and (g))  ϕj fj (x) + (1 − ϕj )(1, 0, . . . , xili , . . . ), if |µ − µj | < 2ε1 f (x) = (1, 0, . . . xili , . . . ), on the complement, where (1, 0) has the usual meaning on W
and is not present if W
= {0}. We shall see below that f (x) is non-zero on ∂, hence, if j =  ∩ {µ : |µ − µj | < 2ε1 }, one has that, up to one suspension (which is an isomorphism for the (H ) of the theorem),  deg
(f ; ) = deg
(f ; j ). Since 
= φ if W
= {0}, the map (1, 0, . . . , xili , . . . ) is never 0 in . Furthermore, if φfj (x) + (1 − φ)(1, 0, . . . , xili , . . . ) = 0 in j , then in case (a), the first component is     |xj |2 + (1 − ϕ) = 0 ϕ x0 + 2 1 − and the component of zklk will give, by translating µj to 0, (iϕµ + 1 − ϕ|zk |2 )zklk = 0. If zk = 0, the first component would be positive (recall that |x0 | ≤ 1), hence ϕµ = 0. But ϕ = 0 gives a non-zero map, hence µ = 0 and ϕ = 1, giving the original map fj , generator of (H ). A change to −µ in the zk component, will give the inverse of the generator. In case (b), a zero of f (x) with zk = 0 leads to yj = 0, zj = 0, i.e., a point of the form (λ, 0) in 
= φ. Hence, on a zero, one has zk  = 0 and, since |µ | ≤ 1 by construction and Qj = 0 if yj = 0, or Pj = 0, if zj = 0, none of these variables may be 0. This implies that if f (x) = 0 in j , one has ϕ|zj |2 = 1, for j = 1, . . . , k, ϕ|zk |Qj = 1, and ϕ|zk |Pj +1 = 0, reducing the factor of zklk to iµ ϕ −ϕ|z1 |2 +1 = 0, that is µ ϕ = 0. Since ϕ = 0 cannot happen on a zero, one has µ = 0 and ϕ(µ) = 1 and one gets the generator of (b). For the maps for the faces of CH in case (f), the argument is parallel to case (a) and for the maps for the faces of CH in case (g), one follows the steps of case (b). Thus, the only remaining cases are for the Hopf map f˜ of cases (f) and (g). For these cases, one will modify the construction of f (x) by defining it as ˜ + (1 − ϕ))x ˜ nln , . . . ), ϕ f˜ + (1 − ϕ)(1, 0, x1l1 , . . . , (ϕAb for |µ − µj | ≤ 4ε1 , where ϕ(µ) ˜ = ϕ((µ − µj )/2), hence ϕ(µ) ˜ = 1 if |µ − µj | ≤ 2ε1 and ϕ(µ) ˜ = 0 if |µ − µj | ≥ 4ε1 . The factor b is 1 in case (f) and 1 − ε−2 |A|2 |xn |2 ϕ 2 in case (g).

4.1 Range of the equivariant degree

205

Taking µj = 0, the map, for case (f), has, for |µ| ≤ 2ε1 , a factor of xnln of the form (iµϕ − x0 + (1 − ϕ))A and a first component ϕ(|A|2 − ε 2 ) + (1 − ϕ). Hence, if xn = 0, then A = 1 and the first component is positive, while if A = 0, the other components of the map reduce to yi of xili which are never 0 if A = 0. Hence, on a zero of the map, one has µϕ = 0; but ϕ = 0 is not possible and then µ = 0, ϕ = 1 and one is back to the original map. On the other hand, if |µ| > 2ε1 , then ϕ = 0 and the map is not 0. (The case H =
is covered by taking A = (x12 + x22 )1/2 ). For the map f˜ of case (g), if |µ| > 2ε1 , then a zero of the map implies that xj = 0 for j < n and A = 1, hence xn = 0, which gives a point which is not in , since 
= φ. On the other hand, if |µ| ≤ 2ε1 , then ϕ˜ = 1 and if xn = 0, thus, on a zero, one has that xj = 0 for all j , hence not a point in . If A = 0, then xj = 0 for j < n, which contradicts the definition of A. Hence, a zero of the map will have all xj ’s different from 0 and A = 0 (if xj = 0 then the coefficient of Axnln has an imaginary part which is positive, since |µ | ≤ 1). On a zero, this coefficient is iϕµ + 2iϕ(ϕ 2 |xn |2 − 1)2 + 1 − ε−2 |A|2 |xn |2 ϕ 2 . Hence, on a zero, one has Pi = εi with solution xi with |xi | = 1 for i < n. Thus, A = 1 − εn−1 Pn , ϕ|A||xn | =√ε, µ + 2(ϕ 2 |xn |2 − 1)2 = 0. Since |µ | ≤ 1, one has, as before, that ϕ|xn | ≥ 1 − 1/ 2 hence |A| ≤ Cε and xn cannot be close to 0: in fact, |xn | has to be close to 1 (for |A| to be small, i.e., for |Pn | close to 1), ϕ has to be close to 1, i.e., µ is close to 0 and the map is essentially the one given in (g) and, in fact, deformable to it on j . (β) For the remaining cases, i.e., with k = 0, one will use the following construction: ⊥, Let H be any isotropy subgroup and write any point X in U as X = X0 ⊕XH ⊕XH ⊥
H
⊥ H ⊥ where X0 is in U , XH in U ∩ (U ) and XH in (U ) . For some small ε, let the open set   ⊥ H = X ∈ , &XH & < ε, |xi | > 2ε for all xi components of XH . Take an even function ϕ(x) , non increasing for x > 0, with value 1 if |x| ≤ ε, and value 0 if |x| ≥ 2ε and define   ϕH (X) = (1 − ϕ(xi )) ϕ(xi ). xi ∈U H ∩(U
)⊥

xi ∈(U H )⊥

In particular, ϕH (X) = 1 if X belongs to H . Now, if K and H are two different isotropy subgroups then either U H ∩ (U K )⊥ or U K ∩ (U H )⊥ do not reduce to 0: in fact, U H ∩ (U K )⊥ = {0} if and only if U H ⊂ U K , hence, if both intersections are {0}, one has U H = U K and, H and K being isotropy subgroups, one gets H = K. Thus, if xi is a common component to U H and (U K )⊥ , one has that H ∩ K = φ and ϕK (X) = 0 on H . For each H and dH , consider the maps given in (c)–(e), denoted as fH and modified l in the following way: if the coefficient of yj or of zjj is denoted by aj then multiply aj by eiψ in such a way that aj has a positive real part if yj or zj is 0. The angle ψ

206

4 Equivariant Degree and Applications

will depend only on dH . The maps of (c)–(e) have been set up in such a way that this condition is met when dH = 1. Since Pj or Qj are 0 when zj or yj are 0, the maps in (c) do not need any adjustment, while, for those of (d) and (e), it is easy to figure out the rotation needed in the first two components. Define   ϕH (X)fH (X) + (1 − ϕH )(1, 0, xili ). f (X) = H

H

 Then, f (X) = fH (X) if X is in H . Furthermore, if X belongs to \ H H , then X has a non-zero component xi in (U
)⊥ with |xi | ≤ 2ε (if all such components are with norm |xi | > 2ε, then X would be in H0 , with H0 =
X ). But then the i-th component of f (X) will be    aHi ϕH + (1 − ϕH ) xili . One may choose ε small enough, since  is bounded, such that Re(aHi ) > 0 for |xi | ≤ 2ε. Then, if all ϕH ’s are 0, the product is 1.  Hence, f (X) is non-zero on the complement of H H and   deg
(fH ; H ) = dH [FH ], deg
(f ; ) = 

since the suspension is an isomorphism.

A similar result holds for orthogonal maps: recall that in this case, the abelian group
acts on the finite dimensional space V and one considers
-maps F (x) from V into itself, such that F (x) · Aj x = 0,

j = 1, . . . , n = dim
,

where Aj is an infinitesimal generator for the torus part of
. When considering the abelian group 
⊥S V (S V ), of all orthogonal
-homotopy classes of S V into itself, we have proved, in Theorem 6.1 of Chapter 3, that 
⊥S V (S V ) ∼ = Z × · · · × Z, with one Z for each isotropy subgroup of
, and that any [F ]⊥ in 
⊥S V (S V ) can be written as  dH [FH ]⊥ , [F ]⊥ = with explicit generators FH . Also, in §4 of Chapter 2, we have defined the orthogonal degree of a
-orthogonal map f (x), defined on a
-invariant open bounded set  in V and non-zero on ∂, with the usual construction, as deg⊥ (f ; ) = [2t + 2ϕ(x) − 1, f˜(x)]⊥ = [F (t, x)]⊥ .

4.1 Range of the equivariant degree

207

Theorem 1.2. Any sequence of dH ’s is the orthogonal degree of some orthogonal
-map defined on , provided dH is taken to be 0 if H is empty. Proof. As in the preceding theorem, we shall first construct orthogonal maps which have an orthogonal degree equal to d[FH ]⊥ , for each isotropy subgroup H , such that H = φ. If dim
/H = 0, then the generators were already constructed in the n preceding theorem, with k = 0, since then V H ⊂ V T and any map, on V H , is orthogonal. Assume then that dim
/H = k > 0 and that one has the components z1 , . . . , zk , with action of T n given on zl by exp iN l , /, where N l = (nl1 , . . . , nln ), and isotropy H0 > H such that |H0 /H | < ∞. Let N be the dimension of V H and let AH be the i H N × n matrix with AH ij = nj , i = 1, . . . , N, j = 1, . . . , n. Then A has rank k and has an invertible submatrix A, for instance nji , for i, j = 1, . . . , k, corresponding to z1 , . . . , zk and ϕ1 , . . . , ϕk . Then, if for j > k, one defines λji by  1  1 nj λj  ..  −1  ..   .  = A  . , λjk njk one has, for any coordinate zl in V H and j > k, the relation njl =

k  s=1

λjs nls .

See § 6 of Chapter 3 and Lemma 7.1 of Chapter 1. Furthermore, for X in V H and j > k, one has k  Aj X = λjs As X, 1

and A1 X, . . . , Ak X are linearly independent if X has its first coordinates, z1 , . . . , zk , non-zero. (a) If dim V
≥ 1, let the point X0 = (x00 , X˜ 00 , yj0 , uj0 , zj0 ) be in H , where (x00 , X˜ 00 ) is in V
(by translation we shall assume it to be (0, 0)) and (yj , uj ) is in n V T , with
acting as Z2 on yj and as Zm on the complex variable uj . By perturbing a little, one may assume that yj0 , uj0 , zj0 are non zero, provided they are components of V H . Let xj = xj /|xj0 | for these components and x0 = x0 /R, where  ⊂ BR . Consider the generator f (λ, X), given in (a) of the preceding theorem,    2  |xj | − 1 , X˜ 0 , {(iλj − (|zj |2 − 1))zj }j =1,...,k , f (λ, X) = x0 − 2  (−Qj + 1)yj , (Pj + 1)zj , xs

208

4 Equivariant Degree and Applications

where some Pj may be changed to Pjd if one wants an equivariant degree equal to d[FH ]. If there are no Pj , let ϕ(x) be a smooth function for x ≥ 0, with ϕ(0) = 0 and with exactly d solutions of ϕ(x) = 1, at xj = 1 + j ε, for j = 0, . . . , d − 1 and with ϕ  (xj ) = 0. Replace then the coefficient of zk by ak = iϕ  (|zk |)λk + 1 − ϕ(|zk |). For zk real and positive, it is easy to see that the map (λk , zk ) → ak has index 1 at (0, zk = xj ) and degree d. Let ϕH be the Uryson map with value 0 if some |xj | ≤ ε and value 1 if all |xj | ≥ 2ε, for xj a coordinate in V H ∩ (V
)⊥ . Define f0 (λ, X) = ϕH f (λ, X) + (1 − ϕH )(1, 0). The linear deformation τf0 + (1 − τ )f = (τ ϕH + (1 − τ ))f + τ (1 − ϕH )(1, 0) has all its zeros fixed at λj = 0, and the orbit of X0 : in fact, if xj = 0, then the first component reduces to (1 − τ )(x0 + 2) + τ ≥ 1, since then ϕH = 0. Thus, f0 (λ, X) can be taken as generator for this part of 
Rk ×V (S V ). S Now, since A is invertible, let A(τ ) be a path of invertible matrices joining A, −1 0 for τ = 1, to I , if det A > 0, or to if det A < 0, for τ = 0. Replace in 0 I f (λ, X), the vector (λ1 , . . . , λk )T by A(τ )(λ1 , . . . , λk )T . Then, one obtains again a
-homotopy to the generator (if det A < 0, one may choose the map with −λ1 as the generator). This implies that f0 (λ, X) is
-homotopic to f1 (λ, X) = f0 (0, X) + ϕH

k 

λj Aj X;

j =1

the imaginary parts of the factor of zj , j = 1, . . . , k, give A(λ1 , . . . , λk )T ≡ Aλ, with its only zero at λ = 0, since for zj = 0 one has ϕH = 0. Let A(X) with entries aij (X) = (Ai X, Aj X). If A(X)λ =   be the
k × k matrix 0, one has Ai X, λj Aj X = 0, hence λ = 0 whenever the Aj X’s are linearly independent, in particular if ϕH (X) > 0. For such an X let b(X) be the vector with i-th component bi (X) equal to (Ai X, f (0, X)) and define λ(X) = −A−1 (X)b(X). Then, (Ai (X), f1 (λ(X), X)) = ϕH (bi (X) + (A(X)λ(X))i ) = 0. Thus, if λ˜ (X) = ϕH (X)λ(X), if ϕH (X) > 0 and 0 otherwise, one has a continuous vector and fH (X) = f0 (0, X) +

k 

λ˜ j (X)Aj X

j =1

is a
-orthogonal map, recalling that on V H , Aj X is a linear combination of A1 X, . . . , Ak X, for j > k, and that f0 (0, X) = (1, 0) if ϕH = 0. Furthermore, the zeros of ˜ 0 ) = 0. fH (X), in , are
X0 with λ(X

4.1 Range of the equivariant degree

209

If one considers the
-function f2 (λ, X) = fH (X) +

k 

λj Aj X,

j =1

then f2 (λ, X) = f1 (λ, X) +

k  (ϕH λj (X) + (1 − ϕH )λj )Aj X. j =1

When ϕH = 0, one has f (X) = (1, 0), hence f2 (λ, X) is non-zero on this set. If ϕH > 0, one may deform linearly f2 to f1 , since on a zero one would have A(τ λ˜ + λ(ϕH + (1 − ϕH )τ )) = 0 and f0 (0, X) = 0, hence λ = 0, X =
X0 . Then, either by recalling the proof of Theorem 6.1 in Chapter 3, or by
using Proposition 6.1 and Corollary 3.1 of Chapter 3, one has that, if [fH (X)]⊥ = dj [Fj ]⊥ , deg(f2 (λ, X)Hi ; Bki ) =



dj |H0 /Hj |

Hi

and the same relations, with [f2 (λ, X)]
= d˜j [F˜j ]
. But, f2 has all d˜j = 0 except for H , where d˜H = 1, or d if one has taken Pld , for some l. Hence, dj = d˜j and [fH (X)]⊥ = [FH ]⊥ . Note that one may also compute directly the set of degrees for f2 (λ, X)Hi , noticing first that if V H ∩ (V Hi )⊥  = {0}, then f2Hi has a component xj in V H which is 0, that is ϕH = 0 for X in V Hi and fH (X) = (1, 0): in this case the above degree is 0. Thus, one has to compute these degrees only for Hi < H . However, if Hi is a strict
subgroup  of H , then for some component xs of V Hi ∩(V H )⊥ the map will be ϕH +i λj njs xs which can be deformed to xs , that is f2 (λ, X)Hi is a suspension of f2 (λ, X)H , with the same degree. Since we have computed many times deg(f2 (λ, X)H ; BkH ) = |H0 /H |, the relations give  dj |H0 /Hj | |H0 /H | = Hi
and dj = 0 if Hj is not a subgroup of H . From here it is easy to see that dj = 0 if Hj = H and dH = 1. Then, if f (X) is defined as   f (X) = ϕH (X)fH (X) + (1 − ϕH (X))(1, 0, xi ), one obtains an orthogonal map which reduces to fH (X) on  H , as defined in the proof of the preceding theorem, and which is non-zero on \ H , giving that the orthogonal degree of f is  dH [FH ]⊥ . deg⊥ (f ; ) =

210

4 Equivariant Degree and Applications

(b) If dim V
= 0, then {0} does not belong to . As before, for each H with dim
/H = k, let {xj0 } be a point of H with xj0  = 0 for all j ’s. If k = 0, one n may use, in V T , the generators of the preceding theorem. Thus, assume k > 0 and let z1 , . . . , zk be the coordinates with isotropy H0 such that |H /H0 | < ∞ and the submatrix A is invertible. Let f (λ, X) be the generator of (b) in the proof of the preceding theorem  f (λ, X  ) = {(iλj − (|zj +1 |2 − 1)zj }j =1,...,k−1 ),    (|xj |2 − 1)2 + i(|z1 |2 − 1) zk , i λk + 2  (−|zk |2 Qj + 1)yj , (|zk |2 Pj + 1)zj , xs , and let ϕH be as before. Define f0 (λ, X) = f (λ, ϕH X ) + (1 − ϕH )X, where, in f (λ, ϕH X ), one replaces the factors |z1 |2 , . . . , |zk |2 by ϕH |z1 |2 , . . . , ϕH |zk |2 . On a zero of f0 one has ϕH > 0 and, since xj  = 0, one gets λ1 = · · · = 2 |z |2 = 0, for j = 1, . . . , k; Q (ϕ X  ) = P (ϕ X  ) = 1. The last λk−1 = 0; 1 − ϕH j H j H j equalities imply that ϕH |xj | = 1, in particular, |xj | ≥ 1 for all j ’s. But then ϕH = 1 and one has the orbit of X0 . Replacing Pj by Pjd or by repeating the construction given in (a), one has that deg
(f0 (λ, X); ) = deg
(f (λ, X); H ) = d[FH ]
. that, due to the multiplication by ϕH , one may deform the term
Observe 2 − 1)2 to 0. (|xi |2 ϕH Define then f1 (λ, X) as before, giving the same degree. Since X is orthogonal to Aj X, one may define λ(X) as above (the term ϕH factors out) and with λ˜ (X) = ϕH (X)λ(X), the map fH (X) = f0 (0, X) +

k 

λ˜ j (X)Aj X

j =1

is
-orthogonal and f2 (λ, X), defined as before, has
-degree equal to d[FH ]
, since the imaginary parts of the factors of z1 , . . . , zk are not affected by (1 − ϕH )X, that is the argument is the same as before. This proves that [fH ]⊥ = d[FH ]⊥ . Defining the orthogonal map   f (X) = ϕH (X)fH (X) + (1 − ϕH )X, H

one has that the factor of xj has real part equal to   2  ϕH (1 − ϕH |zj +1 |2 ) + (1 − ϕH )

4.2
-degree of an isolated orbit

211

 to be replaced by z1 ), or for j = 1, . . . , k (with zk+1   2  2 ϕH (1 + ϕH |zk | Re Pj ) + (1 − ϕH ),

with Pj replaced by −Qj for yj . Hence, this real part is strictly positive if |xj | ≤ 2ε, for ε small enough (for j = 1, . . . , k, one has to consider the factor of zj −1 for j = 1, . . . , k and that of zk for j = 1). Thus, f (X) is non-zero on \ H and its orthogonal degree is  dH [FH ]⊥ .  H

4.2

-degree of an isolated orbit

One of the basic results in classical degree theory is that the index of Ax at 0, where A is an invertible matrix, is Sign det A. This fact is the building block for the analytic ¯ into Rn , definition of the degree: if f (x) is a continuous function defined from  n where  is an open and bounded subset of R , and f (x) is non-zero on ∂, then one approximates f , on ∂, by a smooth function f˜(x) which, due to Sard’s lemma, has 0 as a regular value. In particular, f˜−1 (0) consists of a finite number of points (due to ¯ with non-zero Jacobian. Then, the degree of f˜ with respect to the compactness of )  is the sum of the degrees of f˜ with respect to small neighborhoods of these points, so small that on each of them f˜(x) is deformable to D f˜(x0 )(x − x0 ). Hence, one obtains  Sign det D f˜(x0 ). deg(f (x); ) = deg(f˜(x); ) = x0 ∈f˜−1 (0),

Thus, one of the first questions, in case of equivariant maps, is what is the
-index of an isolated orbit? I.e., if x0 is such that f (x0 ) = 0, hence f (
x0 ) = 0, and there is an invariant neighborhood  of the orbit
x0 , what is deg
(f (x); )? Definition 2.1. The
-index of an isolated orbit,
x0 , will be denoted by i
(f ; x0 ) and is equal to deg
(f (x); ) for any small invariant neighborhood  of the orbit
x0 . It is clear that, since one has orbits of solutions, the answer to this question will be much more involved than in the non-equivariant case and will depend on the orbit type of x0 . However, let us begin with the case of a linear map. As seen in §5 in Chapter 1, if there is a
-equivariant linear map A, between two representations of
, which is invertible, this implies that the representations are equivalent. Hence assume A is an invertible equivariant matrix on the finite dimensional space V . Then, from Theorem 5.3 in Chapter 1, we know that A has a diagonal structure A = diag(A
, AjR , AC l )

212

4 Equivariant Degree and Applications

where A
is the restriction of A to V
, AjR are real matrices on each subspace of equivalent irreducible representations, where
acts as Z2 , and AC l are complex matrices, 1 corresponding to an action of
as Zn , n ≥ 3, or S . From Theorem 8.3 in Chapter 1, each of the real matrices A
or AjR is
-deformable to



Sign det AjR 0 Sign det A
0 or , 0 I 0 I while the complex matrices are
-deformable to the identity. Hence, if  is an invariant neighborhood of 0, one has deg
(Ax; ) = deg
(ε0 x0 , . . . εj xj , . . . ; 0 ) where ε0 = Sign det A
, εj = Sign det AjR and 0 is a neighborhood of 0 in the space {(x0 , . . . , xj , . . . , }, after using the suspension on the other variables. One has the following result Proposition 2.1. If A is a
-equivariant invertible matrix, then     (εj − 1)/2[Fj ]
+ dH [FH ]
i
(Ax; 0) = ε0 [F0 ]
+ where ε0 = Sign det A
, ε0 εj = Sign det AHj , where
/Hj ∼ = Z2 , and dH are completely determined by ε0 and {εj }’s, for H ’s which are intersections of more than one of the Hj ’s. Proof. This is a direct consequence of Proposition 3.1 in Chapter 3.



As a simple application of the above result, consider the bifurcation problem, for the
-equivariant function f (λ, u) = (A − T (λ))u − g(λ, u), from R × E into the
-space E, where A is a
-compact perturbation of the identity, &T (λ)& → 0 as λ goes to 0 and g(λ, u) = o(&u&). As seen in §9 of Chapter 1, the equation f (λ, u) = 0 is equivalent, near (0, 0) to the bifurcation equation B(λ)x + G(λ, x) = 0, where x is in ker A, B(0) = 0, B(λ) is an equivariant matrix and G(λ, x) = o(&x&). Proposition 2.2. Assume B(λ) is invertible for λ  = 0 and let ε0 (λ) = Sign det B(λ)
,

ε0 (λ)εj (λ) = Sign det B(λ)Hj ,

with
/Hj ∼ = Z2 . (a) If ε0 (λ) changes at λ = 0, one has global bifurcation in E
.

4.2
-degree of an isolated orbit

213

(b) If εj (λ) changes at λ = 0, one has global bifurcation in E Hj . (c) If all εj (λ) remain constant, then there is an equivariant nonlinearity g(λ, u) such that the only solution of f (λ, u) = 0 is u = 0. Proof. (1) and (2) follow directly from the above proposition and Theorem 5.2, Corollary 5.2 of Chapter 2. Part (3), the “necessary condition for linearized bifurcation”, follows from Proposition 6.3 in [I], where the construction of g(λ, u) is given.  Remark 2.1. In this case there is also an orientation factor due to the invertible part of A − T (λ): in fact if one writes, as in §9 of Chapter 1, (A − T (λ))u = (A − QT (λ))H (λ, x, x2 ) ⊕ B(λ)x − (I − Q)T (λ)H (λ, x, x2 ) with H (λ, x, x2 ) = x2 −(I −KQT (λ))−1 KQT (λ)x, one may perform an equivariant deformation, using the fact that T (0) = 0, to Ax2 ⊕ B(λ)x. Since A = I − T0 , where T0 is a compact operator, one may decompose equivariantly E = ker Aα ⊕ Range Aα , with α the ascent of A and m = dim ker Aα , the algebraic multiplicity of 1 as eigenvalue of T0 . In this case, if one has chosen bases on ker Aα
so that the nihilpotent A mj = m and x having is in Jordan form with d blocks of size m1 , . . . , md , with coordinates on the i-th block (xi1 , xi2 , . . . , ximi ), with (xi1 , 0, . . . , 0) corresponding to a generator of ker A and (0, . . . , 0, 1) to a generator of coker A, then on ker Aα the map Ax2 ⊕ B(λ)x has the form (x11 , x12 , . . . , x1m1 , x21 , x22 , . . . ) → (x12 , x13 , . . . , x1m1 , b11 (λ)x11 + b12 x21 + . . . , x22 , . . . ), which has a degree equal to Sign det B(λ)(−1)m−d : in fact, the factor Sign det B(λ) comes from the composition and, on the other hand, the second factor is the degree of the map (x11 , x12 , . . . , x1m1 , x21 , . . . ) → (x12 , x13 , . . . , x1m1 , x11 , x21 , . . . ), that is (−1)m1 −1 (−1)m2 −1 . . . (−1)md −1 = (−1)m−d , due to the necessary permutations. If T (λ) = λT0 , then we have seen in §9 of Chapter 1 that B(λ) = diag(−λm1 /(1 + λ)m1 −1 , . . . , −λmd /(1 + λ)md −1 ) with Sign det B(λ) = (−1)d Sign λm , hence the contribution to the index is Sign(−λ)m .

214

4 Equivariant Degree and Applications

α On
the other hand, the contribution to the index for A restricted to Range(A) is (−1) mj where mj is the algebraic multiplicity of λj as characteristic value of T0 , i.e., such that I − λj T0 is not invertible, for 0 < λj < 1: this is well known but a proof of this fact will be given in Theorem 2.4 below. Hence,   (εj − 1)/2[Fj ]
+ dH [FH ]), i
(A − T (λ); 0) = ε0 ([F0 ]
+

where ε0 = (−1) εj ε0 = (−1)





m
i

Sign det(−B(λ)
)

Hj

mi

Sign det(−B(λ)Hj ), H

with m
i the algebraic multiplicity of (I −λi T0 )
for 0 < λi ≤ 1 and mi j the algebraic multiplicity of (I − λi T0 )Hj for 0 < λi ≤ 1. In case A is a Fredholm operator of index 0 with an isolated eigenvalue at 0, then we have seen in §9 of Chapter 1 that B(λ) = (λm1 , . . . , λmd ). Hence, whenever defined one has ε0 = (−1)m εj ε0 = (−1)m


−d





Sign λm Index(A
; Range(A
)α )

Hj H −d j

Sign λm

Hj

Index(AHj ; Range(AHj )α ).

Example 2.1. If
= Z2 × Z2 acts on R3 via (x, γ1 y, γ2 z), then any linear map has the form (ε0 x, ε1 y, ε2 z) and one has      1 0 0 0 d0 ε0  ε0 ε1  1 2 0 0 d1        ε0 ε2  = 1 0 2 0 d2  . ε0 ε1 ε2 d3 1 2 2 4 According to Example 3.2 in Chapter 3,    1 0 d0 2d1  −1 1  = 2d2  −1 0 4d4 1 −1

0 0 1 −1

  0 ε0   0   ε0 ε1  . 0   ε0 ε2  ε0 ε1 ε2 1

In particular, d3 = d0 if ε1 = ε2 = −1 and 0 otherwise. If one has the following bifurcation problem (λ2 x, λy, λz), then the set (d0 , d1 , d2 , d3 ) goes from (1, −1, −1, 1) for λ < 0, to (1, 0, 0, 0) for λ > 0, hence one has a global bifurcation in E H1 and E H2 . Note, however, that the branches may coincide and be in E
. For instance, (λ2 x + y 2 + z2 , λy, λz) = 0

4.2
-degree of an isolated orbit

215

has its solutions, either x = y = z = 0, the trivial solution, or λ = 0, y = z = 0, in E
. Note also that if one breaks the symmetry, then one may have no bifurcation. For instance (λ2 x +y 2 +z2 +ε(r)x, λy +ε(r)z, λz−ε(r)y), where ε(r) = ε(x 2 +y 2 +z2 ), with ε > 0, has the only solution x = y = z = 0. For maps without parameters between spaces which satisfy hypothesis (H), one has the following result. Theorem 2.1. Assume U and W satisfy (H), in particular if U = W , and let f (x) be ¯ ⊂ U into W , which is non-zero on ∂. Then an equivariant map from  deg
(f (x); ) =



dj [Fj ]
,

where Hj is such that
/Hj is finite and, with the usual order, one has   deg(f
; 
) 1   ..  ..   .  .     deg(f Hi ; Hi )  =  βi1      ..  ..   .  . n n T T βs1 deg(f ;  ) 

|
/Hj | .. .

βsj |
/Hj |

  d0   ..   .      0   dj   . .. .   ..  |
/T n | ds 0 .. .

as in Theorem 3.4 and Corollary 3.1 of Chapter 3. In particular, if U = W then βij = 1 if and only if Hi < Hj . Proof. This follows from Corollary 3.1 of Chapter 3 and the fact that B0 = I × BR with deg(2t + ϕ(x) − 1, f˜(x); I × BR ) = deg(f (x); ) in this case.  The above relations imply that the information obtained from the
-degree is, in this case, equivalent to the one obtained from the set of all the ordinary degrees on H , for isotropy subgroups H , with
/H finite. The value of the
-degree is to prove the above equivalence (in particular that one may forget H ’s with dim
/H > 0) and that if  is a ball, then the Hopf property implies that two
-maps are
-homotopic if and only if they have the same set of dH ’s. This fact, used in (3) of Proposition 2.2 cannot be proved directly from the equality of the ordinary degrees. However, the full strength of the
-degree is clearer in case of parametrized ¯ → W be a
-equivariant map, where  is an open problems. Let f (λ, X) :  bounded invariant subset of V = Rk × U , where U and W satisfy hypothesis (H). Assume that f −1 (0) = (λ0 ,
X0 ) with
X0 ≡ H such that dim
/H = k. Then, f has a well-defined
-degree with respect to  or to any small invariant neighborhood of f −1 (0). Furthermore, X0 has coordinates z10 , . . . , zk0 which are non-zero and with H0 ≡ H1 ∩ · · · ∩ Hk such that dim
/H0 = k. From Lemma 2.4 in Chapter 1, one may use the action of
in order to assume that zj0 are real and positive.

216

4 Equivariant Degree and Applications

Theorem 2.2. Let (λ0 ,
X0 ) be an isolated orbit with isotropy H such that dim
/H = k and a zero of f (λ, X) : Rk × U → W , where U and W satisfy hypothesis (H). Then  dK [F˜K ]
, i
(f ; (λ0 , X0 )) = H ≤K≤H

where H is the torus part of H . Furthermore, for any K in the above sum, define iK as the Poincaré index at (λ0 , X0 ) of f K restricted to V K ∩ {zj ∈ R+ , j = 1, . . . , k}. Then  βKL dL |H /L|, iK = K≤L≤H

where, if (x1l1 , . . . , xsls ) is the complementing map from (V L )⊥ ∩V K into (W L )⊥ ∩W K , then βKL = lj . In particular, βKK = 1 and βKL = 1 if U = W . Proof. Choose the tubular neighborhood  of the orbit so small that if X0 has a coordinate xj0 = 0, then xj is non-zero in . Thus, if deg
(f ; ) = [2t + 2ϕ(λ, X) − 1, f˜(λ, X)]
= [F ]
, one may construct ϕ(λ, X) such that it has value 1 whenever one of the coordinates xj is 0. This implies that F |V K  = 0 for any K which is not a subgroup of H (and not only of H0 as in Theorem 3.4 of Chapter 3). The argument of this last result implies that dK = 0 for such a K and that one gets, in i
(f ; (λ0 , X0 )), contributions only from those isotropy subgroups between H and H . Furthermore, from Theorem 3.4 in Chapter 3, one has  deg(F K ; BkK ) = βKL dL |H0 /L|, K≤L≤H

where Bk = {(t, λ, X) in I × BR , with zj in R+ for j = 1, . . . , k}. Then, from the product theorem for the ordinary degree, one has deg(F K ; BkK ) = deg(f K ; K k ), where k =  ∩ Bk . Now, |H0 /L| = |H0 /H ||H /L| and, due to the H0 -action on Bk , as in Theorem 1.2 of Chapter 3, one has that f −1 (0) ∩ Bk has |H0 /H | points, each with the same index iK on V K ∩ Bk . Hence, one may divide the above equality by |H0 /H | and obtain the result.  Assume now that f is C 1 in a neighborhood of (λ0 ,
X0 ). Then according to Properties 3.3 and 3.4 of Chapter 1, it follows that for any K < H

0 Df (λ0 , X0 )H K Df (λ0 , X0 ) = 0 Df ⊥ (λ0 , X0 )K

4.2
-degree of an isolated orbit

217

which is H -equivariant. Suppose also that 0 is a regular value of f on , that is Df (λ0 , X0 ) has maximal rank. Since U and W have the same dimension, from Hypothesis (H), this implies that Df (λ0 , X0 ) is onto and has a k-dimensional kernel. Lemma 2.1. If 0 is a regular value of the equivariant map f and f (λ0 , X0 ) = 0, where X0 has isotropy H with dim
/H = k, then U and W are equivalent H representations, ker Df (λ0 , X0 ) is k-dimensional and is generated by k vectors among A1 X0 , . . . , An X0 , with Aj X = ∂(γ X)/∂ϕj |γ =Id , the infinitesimal generators of the action of T n , the torus part of
. Furthermore, Df (λ0 , X0 )|Bk is invertible, where Bk is the global Poincaré section, and the Poincaré index iK of f at (λ0 , X0 ) on V K ∩ Bk is iK = Sign det Df (λ0 , X0 )K |Bk = iH Sign det Df ⊥ (λ0 , X0 )K . Proof. By differentiating the relation f (λ0 , γ X0 ) = 0 with respect to ϕj , one has that Df (λ0 , X0 )Aj X0 = 0, as in Lemma 7.2 of Chapter 1. Furthermore, from Lemma 7.1 in that chapter, one has exactly k among the Aj X0 which are linearly independent. Since Aj X0 generate the tangent space to the orbit at (λ0 , X0 ) and that one has assumed z10 , . . . , zk0 to be real and positive, one has that Bk is orthogonal to that tangent space and corresponds to the usual Poincaré section of the orbit at (λ0 , X0 ). Hence, Df (λ0 , X0 ), when restricted to Bk , is invertible and the formula for iK follows. Finally, since Df (λ0 , X0 )|Bk is H -equivariant and invertible, one has that V ∩ Bk and W are equivalent H -representations and, since z1 , . . . , zk are fixed by H , one gets  that U and V ∩ Bk are equivalent H -representations. Assume then that U = W . This implies that βKL , in Theorem 2.2, is always 1. Theorem 2.3. Let V = Rk × W and 0 be a regular value of f on  with an isolated orbit (λ0 ,
X0 ) with isotropy H such that dim
/H = k. Let iK be the Poincaré indices given in Lemma 2.1. Then, the
-index of the orbit is given by (dH , dK1 , . . . ) such that dH = iH , dK = (iK − iH )/2, if H /K ∼ = Z2 , dK is completely determined by the above integers if H /K ∼ = Z2 × · · · × Z2 with more than one factor, and dK = 0 otherwise. Proof. The result follows directly from Theorem 2.2, Lemma 2.1 and Proposition 3.1 in Chapter 3, since this last result is purely number theoretical and is based on the fact that iK = ±1.  Another way to prove it, is to see that, on  ∩ Bk , f (λ, X) is H -deformable to (fλ (λ0 , X0 )(λ − λ0 ) + fXHH (λ0 , X0 )(X H − X0 ), fX⊥⊥ (λ0 , X0 )X⊥ ) and one may compute the H -degree of the linearization Df (X0 )|Bk :   dK [FK ]H , iH (Df (λ0 , X0 )|Bk ; 0) = H ≤K≤H

218

4 Equivariant Degree and Applications

¯ where FK are the generators of HW˜ (S W ), with W˜ = V H ∩ Bk and W¯ = W H . S  ’s are given by the formulae of From Proposition 2.1, one obtains that the dK the theorem, since fX⊥⊥ decomposes into a block diagonal matrix, according to the H -irreducible representations, where each block is a real matrix if H acts as Z2 and a complex matrix, if H acts as Zm , m ≥ 3 (on W˜ , H acts as a finite group). By deforming the complex matrices to the identity, one has to consider only K’s with H /K ∼ = Z2 × · · · × Z2 , with

Df (λ0 , X0 )K |Bk = diag(AH , A1 , . . . , As ), ⊥ Kj ∼ with iH = Sign det AH , Aj is the

s matrix Df |V , with H /Kj = Z2 and iKj = iH Sign det Aj . Hence iK = iH j =1 (iKj / iH ) and Corollary 3.1 in Chapter 3 gives



dL |H /L| = iK − iH −



(iKj − iH ),

where the sum on the left is over all L’s with K ≤ L and |H /L| > 2. This gives, when varying K over all non-maximal isotropy subgroups, i.e., with |H /K| > 2, a lower triangular invertible matrix. Since the right hand side is completely determined by iH , iK1 , . . . , iKs , over all maximal isotropy subgroup Kj , one obtains the relations of the theorem. Now, we have seen in Remark 3.2 of Chapter 3, that if  dK [F˜K ]
, deg
(f ; ) = H ≤K≤H0

then degH0 (f |Bk ;  ∩ Bk ) =



dK [F˜ |Bk ]H0 .

H ≤K≤H0

But, on one hand we know that dK = 0 if K is not a subgroup of H and, on the other hand, from Corollary 7.1 in Chapter 3, one has  |H0 /H |dK [FK ]H , degH (f |Bk ;  ∩ Bk ) = since for the reduction from H0 to H (with k = 0) one has the factor |H0 /K|/|H /K| = |H0 /H |. But, f |Bk has |H0 /H | zeros in  ∩ Bk , all with the same H -index: in fact, if γ in H0 /H sends X0 to γ X0 , one has, from Property 3.3 in Chapter 1, Df (λ0 , γ X0 ) = γ Df (λ0 , X0 )γ T and, since these two matrices are conjugate, one has the same set of indices iH , iK ,  . Thus, and, from the previous argument, the same set of dK degH (f |Bk ;  ∩ Bk ) = |H0 /H |iH (Df (λ0 , X0 )|Bk ; 0),  =d . proving that dK K

4.2
-degree of an isolated orbit

219

Example 2.2. If
= S 1 and k = 1, then any strict subgroup H of
is of the form Zm and H /K cannot be a product. Thus, if H =
, one has d
= i
and dK = 0 for all K’s, while, if H = Zm , then dH = iH , dK = 0 unless m is even and K = Zm/2 with dK = (iK − iH )/2. As an abstract application of the preceding theorem, assume that f (µ, λ, X) is a family, parametrized by µ, of
-equivariant functions from Rk × W into W , with 0 as a regular value for µ = µ0 . Assume there is a known curve of zeros of f (µ, λ, X), λ0 (µ), X0 (µ) with common isotropy H , with dim
/H = k. Then iH (µ) and iK (µ) are well defined for µ = µ0 and K < H . Corollary 2.1. (a) If iH (µ) changes sign at µ0 , then one has a global bifurcation at (µ0 , λ0 (µ0 ), X0 (µ0 )) in V H . (b) If iH (µ) remains constant but iK (µ) changes sign at µ0 for some K with H /K ∼ = Z2 , then there is global bifurcation in V K , i.e., with a period doubling. Topologically all bifurcations are in maximal isotropy subgroups, i.e., with H /K ∼ = Z2 . Proof. This is clear from our previous results on bifurcation. The last sentence means that if iH and iK ’s, for all K’s with H /K ∼ = Z2 , do not change, then there will be no other changes for smaller isotropy subgroups. This does not hold for non-abelian actions. Note that the isotropy of the bifurcating solution is at least H is case (a) and at least K in the second case and one may construct examples where, in case (b), this isotropy is H .  Example 2.3. Assume that S 1 acts on C2 as (eiϕ z1 , e2iϕ z2 ) and consider the equivariant map, for µ in a neighborhood of 1/2:   f (µ, λ, z1 , z2 ) = (1 − µ)z1 − µz2 z¯ 1 , (1 − |z2 |2 + iλ)z2 . If z2 = 0, a zero of f implies λ = 0, |z2 | = 1 and (1 − µ)|z1 | = µ|z1 |, i.e., µ = 1/2 or z1 = 0. Hence, for µ = 1/2, the isotropy of the orbit (0, |z2 | = 1) is H ∼ = Z2 . The only other isotropy subgroup is K = {e}. One has iH = deg((1 − z2 + iλ); |λ| < 1, 1 − ε < z2 < 1 + ε) = 1, while iK , which is constant for µ  = 1/2, changes from +1 for µ = 0 to −1 for µ = 1. Hence, any equivariant perturbation of this map will have a bifurcation on this µ-interval. Note that the linearization of f at (µ, 0, 0, 1) is ((1 − µ)z1 − µ¯z1 , iλ − z2 − z¯ 2 ) which is Z2 -equivariant (changing z1 into −z1 but keeping z2 fixed). One has that



0 −2 0 1 − 2µ 0 H K ⊥ D f = , D f = . 1 0 0 0 1 It is important to recall that, as usual, index computations are mostly useful in getting degrees of complicated maps after performing deformations. It is clear that if one has a map where one may compute directly the Poincaré index then one could

220

4 Equivariant Degree and Applications

object to the construction of the equivariant degree. In order to convince the reader to the contrary, let us present two simple examples. Example 2.4. Let S 1 act on R2 × C2 as (x, y, eiϕ z1 , eiϕ z2 ) and consider the map (|z1 |2 + |z2 |2 − 2, (x + iy)(|z1 |2 − 1)2 z1 , (x + iy)z2 ) with zeros on the 3-dimensional sphere and x = y = 0. Hence, one may not compute directly any Poincaré index. However, the deformation (1 − τ )(|z1 |2 − 1) + iτ is admissible, as well as the rotation



(1 − τ )(x + iy) −τ z1 , z2 τ (x + iy)2 (1 − τ )(x + iy) i.e., after another rotation, and simple deformations, one may compute the S 1 -degree of (|z1 |2 − 1, (x + iy)2 z1 , z2 ). For this last map, one may compute the Poincaré index, which is 2. Thus, degS 1 (f ; B) = 2[Fe ]S 1 , where B is a big ball and Fe = (|z1 |2 − 1, (x + iy)z1 ) is the generator of S in this case. Accordingly, any S 1 -perturbation of the map will have a zero in B. However, the non-equivariant perturbation 1

(|z1 |2 + |z2 |2 − 2, (x + iy)(|z1 |2 − 1)2 z1 + τ z¯ 2 , (x + iy)z2 − τ z¯ 1 ) has no zeros for τ  = 0 (write the last two equations as a linear system in z1 and z¯ 2 by conjugating the last equation). Note that the first map is S 1 -deformable to (1 − x 2 − y 2 , (x + iy)(|z1 |2 − 1)2 z1 , (x + iy)z2 ). In order to compute the S 1 -degree of this map, one may either deform |z1 |2 − 1 to 1 as above, or use the deformation |z1 |2 − τ . In both cases, the S 1 -index of the orbit (|z1 | = 1, z2 = 0) is 0. Example 2.5. Consider the pair of averaged Van der Pol’s equations, that is for integro-differential equations. Look for 2π-periodic solutions to 2π   1 (x 2 + y 2 ) dt + (1 + ν)x = f (x, y) x  − x  1 − 2π 0 2π   1   (x 2 + y 2 ) dt + (1 + ν)y = g(x, y). y − y 1− 2π 0

4.2
-degree of an isolated orbit

221



yn eint , one has, for n ≥ 0 and denoting by ρ 2 If x(t) = xn eint and y(t) = the integral term, (−n2 − in(1 − ρ 2 ) + (1 + ν))xn = 0. Thus, if ν is close to 0, the only non-trivial solutions will be xn = yn = 0 for n  = 1, ν = 0, |x1 |2 + |y1 |2 = 1, corresponding to x(t) = α cos(t + ϕ), y(t) = β cos(t + ψ), with α 2 + β 2 = 2. In order to compute the S 1 -degree of the non-trivial solution, one takes [−1/2, 1/2] × B, where B is a big ball containing these solutions. For n  = 1, one may deform the coefficients to 1 and the S 1 -degree is that of ((ν − i(1 − ρ 2 ))x1 , (ν − i(1 − ρ 2 ))y1 ), or, after a rotation as in the preceding example, the S 1 -index of (ν − i(1 − |x1 |2 ))2 x1 near |x1 | = 1, which is 2. Hence, any small autonomous perturbation of the system will have solutions near ν = 0, |x1 |2 + |y1 |2 = 1. On the other hand consider the Z2 -perturbation f (x, y) + τ (3 cos 2t y + sin 2t y  ) = 0 g(x, y) − τ (3 cos 2t x + sin 2t x  ) = 0. On 2π-periodic functions, the system is only Z2 -equivariant and is equivalent, on Fourier coefficients, to the system  τ ((n + 1)yn−2 − (n − 1)yn+2 = 0 2   τ − n2 − in(1 − ρ 2 ) + 1 + ν)yn − ((n + 1)xn−2 − (n − 1)xn+2 = 0. 2 

− n2 − in(1 − ρ 2 ) + 1 + ν)xn +

For n = 1, one has (ν − i(1 − ρ 2 ))x1 + τ y¯1 = 0 (ν − i(1 − ρ 2 ))y1 − τ x¯1 = 0, whose only solution, for τ  = 0, is x1 = y1 = 0 (conjugate the second equation and treat the system as a linear system in x1 and y¯1 ). Then, the remaining equations form a closed system with, for ν close to 0 and τ small, dominant diagonal terms, hence with a unique solution xn = yn = 0. Thus, for τ small and non-zero, the only solution is x = y = 0. These last two examples are illustrations of the restriction map from SS R×W (S W ) ∼ = Z2 × Z × · · · 1

to

2 (S W ) ∼ Z = Z2 × Z2 , S R×W

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4 Equivariant Degree and Applications

where, according to Proposition 7.3 in Chapter 3, one has    d
 0 = d2k mod 2, d{e} = d2k+1 mod 2. Here dj = 0 for j  = 1 and d1 = 2. We leave to the reader the task of building other examples. Let us continue to study the generic case of 0 as regular value of f (λ, X) and relate the
-index to the “Floquet multipliers” for a “hyperbolic orbit”. We shall take the following setting: V = Rk × W, f (λ, X) = X − F (λ, X), from V into W , is C 1 and F (λ, X) is a compact map with f (λ0 , X0 ) = 0 for X0 with isotropy H such that dim
/H = k. As before, we choose an orientation of W in such a way that the first variables z1 , . . . , zk have an isotropy subgroup H0 , with dim
/H0 = k and, on the orbit, zj0 is real and positive. Definition 2.2. Let K < H . Then (λ0 , X0 ) is said to be K-hyperbolic if and only if (a) dim ker(I − FX (λ0 , X0 ))K = k (b) Fλ (λ0 , X0 ) : Rk → W is one-to-one (c) Range Fλ (λ0 , X0 ) ∩ Range(I − FX (λ0 , X0 ))K = {0}. Similarly, (λ0 , X0 ) is said to be K-simply hyperbolic if (λ0 , X0 ) is K-hyperbolic and the algebraic multiplicity of 0 as eigenvalue of (I − FX (λ0 , X0 ))K is k. Note that, since X0 is in V H , it follows that f (λ, X0 ) is in W H , and thus, Fλ (λ0 , X0 )µ belongs to W H . Similarly, since
X0 ⊂ V H , Aj X0 belongs to V H . Furthermore, since FXK (λ0 , X0 ) has the diagonal structure H

FX (λ0 , X0 ) 0 0 FX⊥K (λ0 , X0 ) one obtains the following result. Proposition 2.3. (λ0 , X0 ) is K-hyperbolic if and only if (λ0 , X0 ) is H -hyperbolic and I − FX⊥K is invertible. Note that the above notions depend only on the orbit and not on the representative X0 . This follows easily from the relations I − FX (λ0 , γ X0 ) = γ (I − FX (λ0 , X0 ))γ −1 Fλ (λ0 , γ X0 ) = γ Fλ (λ0 , X0 ). Example 2.6 (Autonomous differential equations). Consider the problem of finding 2π-periodic solutions to dX − g(X, ν) = 0, dt

X in RN ,

4.2
-degree of an isolated orbit

223

for instance with g(X, ν) = g(X)/ν coming from the system dX dτ = g(X). In order 1 1 to set the problem as above, let W = H (S ) and consider the operator K˜ : L2 (S 1 ) → H 1 (S 1 )
defined on the Fourier series X(t) = X + Xn eint as   ˜ Xn eint ) = X + Xn /(in)eint . K(X + n =0

n =0

˜  = X − X and the above equation is equivalent to ˜  = (KX) Then, KX ˜ X − X − Kg(X, ν) = 0, ˜ is a compact map on H 1 (S 1 ). where Kg If X0 (t) is a solution, with minimal period 2π/p, for some ν0 , and g(X, ν) in C 1 in a neighborhood of (X0 (t), ν0 ), then one gets the linearization ˜ X X−Kg ˜ ν µ = K(X ˜  −gX X−gν µ). X−FX (X0 , ν0 )X−Fν (X0 , ν0 )µ = X−X−Kg Here H is the space of (2π/p)-periodic functions, or else those Fourier series with n a multiple of p. Now, X0 is solution of X  − gX (X0 , ν0 )X = 0, hence, if X0 (t) is non-constant, the first condition of K-hyperbolicity means that X0 is the only (2π/p )-periodic solution of the last equation, for p dividing p, while the second condition means that gν (X0 , ν0 ) is non-zero. For the special case of g(X)/ν, then gν = −g(X)/ν02 = −X0 /ν0 and condition (b) is met if X0 is non-constant. The third condition is equivalent to say that the equation X  − gX X = gν µ solution for µ = 0. In the case of g(X)/ν, taking µ = −ν0 , 2 d then − gX X = X0 cannot have solution. But this means that ker dt − gX is d − gX . generated by X0 , that is 0 is a simple eigenvalue of the operator dt has no

2π p  -periodic

X

Proposition 2.4. Let (ν0 , X0 (t)) be a (2π/p)-periodic solution of νX − g(X) = 0. Then, if W K is the subspace of H 1 (S 1 ) consisting of (2π/p )-periodic functions, with p  dividing p, (ν0 , X0 ) is K-hyperbolic if and only if 0 is a simple eigenvalue of the d − gX (X0 ) in W K , that is 1 is a simple Floquet multiplier of /(2π/p ), operator ν0 dt where /(t) is the fundamental matrix of the linear system. Proof. There remains only to see the equivalence with Floquet theory. This is done in Appendix B. 

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4 Equivariant Degree and Applications

Since /(2π ) = /(2π/p)p and X0 is always an eigenvector, then (ν0 , X0 ) is {e}-hyperbolic if and only if 1 is a simple Floquet multiplier of the first return map /(2π/p) and this matrix has no other eigenvalues which are p-th roots of unity. This is the usual definition of hyperbolicity. In the general case, {K}-hyperbolicity means that X0 is the only (2π/p )-periodic  2π solution of X  − gX X = 0, that gν (X0 , ν0 )  = 0 and 0 gν · Z(t) dt  = 0, where T Z is the solution of the adjoint problem (see Appendix B). Z  = −gX Returning to the abstract setting of f (λ, X), with (λ0 , X0 ) an H -hyperbolic orbit, note that Range Fλ (λ0 , X0 ) has the right dimension to complement Range(I − FX (λ0 , X0 )H ) in W H . In order to compute the
-index of the orbit, we shall introduce an auxiliary operator. Recall that z1 , . . . , zk are the first variables in W with isotropy H0 > H and dim
/H0 = k. Definition 2.3. Let the compact linear H -equivariant operator K, from V into itself, be defined by K(µ, Y ) = (µ1 − Im z1 , . . . , µk − Im zk , Fλ (λ0 , X0 )µ + FX (λ0 , X0 )Y ). In particular, K maps V K into V K for any K < H . Proposition 2.5. (λ0 , X0 ) is K-hyperbolic if and only if (I − K)K is invertible, for K < H. Proof. If (I − K K )(µ, Y ) = 0, then Im zj = 0 and (I − FX )Y = Fλ µ. Thus, if H (λ0 , X
0 )k is K-hyperbolic, one needs µ = 0 and Y belongs to ker(I − FX ) , that is Y = l=1 αl Al X0 . Considering the first k coordinates, one has Im zj =

k  l=1

 j αl nl zj0 ,

since zj0 has been taken real and positive. But, from Lemma 2.4 of Chapter 1, the j

matrix (nl )lj is invertible. Then, since Im zj = 0, one has αl = 0 and I − K K is one-to-one. Since K is compact, one has that I − K K is invertible. Conversely, if dim ker(I − FXK ) > k, let Y0 be in this kernel and linearly indepenj dent from Aj X0 . Let B be the invertible matrix given by Bj l = nl and, if y1 , . . . , yk are the first k variables of Y0 , define α1 , . . . , αk through the relations (Bα)j = Im yj /zj0 . Replacing then Y0 by  αl Al X0 , Y0 − one may assume that Im yj = 0. Thus, (0, Y0 ) is in ker(I − K K ), which is not possible, unless Y0 = 0, if I − K K is invertible. Similarly, if Fλ (λ0 , X0 )µ = 0,

4.2
-degree of an isolated orbit

225

then (µ, 0) is in ker(I − K H ). Hence, if I − K H is invertible, one has µ = 0 and condition (b) is verified. Finally, if Fλ µ = (I − FXK )Y , then    µ, Y − γl Al X0 is in ker(I − K K ) if γl are defined by (Bγ )j = Im yj /zj0 . But then, if I − K K is
invertible, one has µ = 0, Y = γl Al X0 and condition (c) is met.  Thus, if (λ0 , X0 ) is K-hyperbolic, then it is an isolated zero of the H -map (I − F )(λ, X) ≡ (Im z1 , . . . , Im zk , X − F (λ, X)) from V K into itself, since its linearization is I − K K . Recall, from Theorem 2.2, that iK is the index, at (λ0 , X0 ), of the map X−F (λ, X) when restricted to V K ∩ {Im zj = 0, Re zj > 0, j = 1, . . . , k}. For the same reason, the Leray–Schauder index of (I − F )K is also defined at (λ0 , X0 ), and clearly both indices are related. Lemma 2.2. iK = (−1)k(3k+1)/2 Index((I − F )K ; (λ0 , x0 )). Proof. The natural orientation of Rk × W K is given by (λ1 , . . . , λk , Re z1 , Im z1 , . . . , Re zk , Im zk , . . . ). Via a series of permutations, this identity map is homotopic to ((−1)k+1 Im z1 , (−1)k+2 Im z2 , . . . , (−1)2k Im zk , λ1 , . . . , λk ,Re z1 , . . . ,Re zk , . . . ).
2k

Hence, from the product theorem, Index(I − F K ) = (−1)

k+1 j

iK , giving the result. 

Now, if (λ0 , X0 ) is K-hyperbolic, one may approximate (I − F )K by its linearization at (λ0 , X0 ), i.e., by (I − K K )(µ, Y ) and compute the index of this linear H -equivariant map at (0, 0). Here µ = λ − λ0 and Y = X − X0 , since Im zj0 = 0. From the fact that FXH is a compact linear operator, one has the decomposition W H = ker(I − FXH )α ⊕ Range(I − FXH )α , where the first term is the generalized eigenspace, whose dimension is the algebraic multiplicity m of 1 as eigenvalue of FXH and α is the ascent. Then, I − FXH leaves each subspace invariant and one may write YH = u ⊕ v with u in the generalized eigenspace. Furthermore, since A1 X0 , . . . , Ak X0 generate ker(I − FXH ), one may choose a basis for the generalized eigenspace in such away

226

4 Equivariant Degree and Applications

that I − FXH is in Jordan
form on it. Thus, there are exactly k Jordan blocks, of size m1 , . . . , mk such that ml = m and max ml = α. On the l-th block, corresponding to Al X0 , one has (I − FXH )ul = Jl ul , 

where

0

  Jl =   

1 .. .

 .. ..

. .

    1 0

is an ml × ml matrix and ul is the projection of u on the block (recall that, on the generalized kernel, the matrix I − FXH is nihilpotent). Thus, on this basis, Al X0 has coordinates (1, 0, . . . , 0) on the j -th block and 0 on the others. Let (xl1 , . . . , xlml ) be the coordinates of ul , then  u= xl1 Al X0 + w, where w corresponds to the other variables. Let Fλ µ be written as Fλ µ = (F1 µ, . . . , Fl µ, F˜ µ), where Fl µ is the projection on the l-th block with components (Fl1 µ, . . . , Flml µ) and F˜ µ is the projection on Range(I − FXH )α . Then, (I − K H ) has the following form (I − K H )(Y, µ) =

k (  l=1

)  j nl xl1 zj0 + Im(wj + vj )

j =1,...,k

,

 {Jl ul − Fl µ}l=1,...,k , (I − FXH )v − F˜ µ ,
j where kl=1 nl xl1 will be written, as before, (Bx)j and the components of Jl ul − Fl µ are (xl2 − Fl1 µ, . . . , xlnl − Flml−1 µ, Flml µ). In particular, if Yl has coordinates (0, . . . , 0, 1) on the l-th block and 0 on the others, i.e., if Yl generates, for l = 1, . . . , k, the kernel of the adjoint matrix, one has   ∂F  µj , Yl . ∂µj  ∂F  Let 9 be the k × k matrix with l-th row given by ∂µ , Y . l j Flml µ =

Lemma 2.3. The matrix 9 is invertible.

4.2
-degree of an isolated orbit

227

Proof. Assume this is not true and that some µ belongs to ker 9. Then taking v = (I −FXH )−1 F˜ µ, and xli+1 = Fli µ, for i = 1, . . . , ml −1, i.e., for the coordinates of w, and (x11 , . . . , xk1 ) solving the system   Im(w1 + v1 )/z10   .. Bx = −  , . Im(wk + vk )/zk0

one obtains an element of ker(I − K), which is impossible, unless µ = 0.



Theorem 2.4. Let (λ0 , X0 ) be K-hyperbolic and 9 be the above matrix. Then: (a) iH = (−1)k(k+1)/2 (−1)nH Sign det 9 Sign det B, where nH is the number of eigenvalues of FXH , counted with algebraic multiplicity, which are larger than or equal to 1. 

(b) iK = (−1)nK iH , where nK in the number of eigenvalues of FX⊥K , counted with algebraic multiplicity, which are larger than 1. Proof. In order to compute iH or the index of I − K H at 0, one may deform linearly to 0 the terms F˜ µ and Flj , for j = 1, . . . , ml − 1 and l = 1, . . . , k, i.e., those concerning w and v. Then, one may also deform Im(wj + vj ) to 0 and, later, zj0 to 1. Using the two compositions µ → 9µ and x → Bx, and since the permutation (µj , xj ) → (xj , −µj ) has index 1, one is left with the map (x11 , x12 , . . . , x1m1 , x21 , . . . , xk1 , . . . , v) → (x12 , x13 , . . . , x1m1 , x11 , x22 , x2m2 , x22 , . . . , (I − FXH )v). Via permutations, the x-part of this map contributes (−1)m−k to the index. Hence, Index(I − K H ) = (−1)m−k Sign det 9 Sign det B Index ((I − FXH )v). One may decompose Range(I − FXH )α into  ker(I − λj FXH )αj ⊕ W˜ , where λj are the characteristic values (i.e., inverses of eigenvalues) of FXH between 0 y 1 with algebraic multiplicity mj and ascent αj . In fact, the generalized eigenspaces are disjoint, since if (I −λ1 FXH )α1 x = 0 = (I −λ2 FXH )α2 x, then if y = (I −λ1 FXH )α1 −1 x, one has y = λ1 FXH y and (I − λ2 FXH )α2 y = 0 = (1 − λ2 /λ1 )α2 y. Thus, y = 0 and if z = (I −λ1 FXH )α1 −2 one may proceed to prove x = 0. Furthermore, since (I −λj FXH ) commutes with (I − FXH )α , one has the above decomposition with a finite number of subspaces due to the fact that the compact operator FXH has only a finite number of eigenvalues larger than 1.

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4 Equivariant Degree and Applications

The operator I − FXH preserves each of these subspaces. One may choose bases on ker(I − λj FXH )αj so that the nihilpotent matrix I − λj FXH is in Jordan blocks, i.e., of the form J as above. Hence, on such a block, I − FXH will have the form (1 − λj−1 )I + λj−1 J , which is deformable to −I . Hence, each generalized kernel will contribute (−1)mj to the index. On the other hand, on W˜ , the operator I − FXH is deformable to I . Thus,


Index((I − FXH )v) = (−1)

mj

.

Using Lemma 2.2, one obtains


iH = (−1)k(3k+1)/2 (−1)m−k (−1) mj Sign det 9 Sign det B.
Since nH = m+ mj and k(3k +1)/2+k = 3k(k +1)/2 has the parity of k(k +1)/2, one obtains the first part of the theorem. For (b), it is enough to recall the block diagonal structure of I − FXK . Thus, Index(I − K K ) = Index(I − K H ) Index(I − FX⊥K ), where I − FX⊥K is invertible in W K ∩ (W H )⊥ . Decomposing this last space in   ker(I − λj FX⊥K )mj ⊕ W˜ as before, one obtains the contribution (−1)nK to the index.  Remark 2.2. Note that if one has a set of equivalent irreducible H -representations, where H acts as S 1 or as Zm , m ≥ 3, then, since FX⊥K preserves these representations, the map I − FX⊥K can be seen on them as a real operator of the form



A −B X (A + iB)(X + iY ) = . B A Y If



I P = −iI

one has

and it follows that det



A B

−B A

A − λI B

I iI



and

P

−1

A + iB =P 0

−B A − λI

1 = 2i



iI iI

−I , I

0 P −1 , A − iB

= | det(A − λI + iB)|2 > 0.



X Hence, the algebraic multiplicity of any real eigenvalue is even. Similarly, if Y

Y is an eigenvector with real eigenvalue, then is also an eigenvector and the −X

4.2
-degree of an isolated orbit

229

geometric multiplicity is even. Thus, in the computation of iK one has to take into account only the representations in (V H )⊥ where H acts as Z2 , since, on the others, nK will conserve its parity. This gives another proof, for the case of hyperbolicity, of this part of Theorem 2.3. Corollary 2.2. If (λ0 , X0 ) is {e}-hyperbolic with isotropy H , then the
-index is given by (dH , dK , . . . ), for K < H , where dH = iH = (−1)k(k+1)/2 (−1)nH Sign det 9 Sign det B, where nH is the number of generalized eigenvalues of FXH which are larger than or equal to 1, and B and 9 are defined above. If K/H ∼ = Z2 , then dK = (iK − iH )/2,



with iK = (−1)nK iH ,

where nK is the number of generalized eigenvalues of FX⊥K which are larger than 1. The integer dK is completely determined by the above integers if K/H is a product of Z2 ’s and dK = 0 otherwise. Proof. This is just a rephrasing of Theorems 2.3 and 2.4.



Example 2.6 (continued). Let us return to the system νX − g(X) = 0,

X in RN ,

with a hyperbolic solution (ν0 , X0 ), i.e., if A(t) = gX (X0 (t))/ν0 and /(t) is the fundamental matrix of the linearization LX = X  − A(t)X then 1 is a simple eigenvalue of /(2π ) = /(2π/p)p , with X0 as only solution of LX = 0, where 2π/p is the least period of X0 (t). ˜  − A(t)X) and its Now, the operator I − FX of Theorem 2.4 has the form K(X characteristic values, i.e., such that ker(I − λFX ) is non trivial, correspond to nontrivial solutions of X  − λA(t)X = 0. However, since K˜ and A(t) do not commute unless A is constant, the generalized kernels are difficult to relate. Hence, we shall use another way in order to compute iH and iK , a way which is related to standard Floquet multipliers. Proposition 2.6. If 1 is a simple eigenvalue of /(2π ), let σ+ be the number of real eigenvalues, counted with algebraic multiplicity, of /(2π/p) which are larger than 1 and let σ− be the number of real eigenvalues of /(2π/p) which are less than −1, then, on W K = {X(t), in H 1 (S 1 ), which are 2π/p -periodic, p dividing p}, iK = −(−1)σ+

if p/p is odd

iK = −(−1)σ− +σ+ if p/p iseven.

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4 Equivariant Degree and Applications

2 In particular, the S 1 -index has at most two non-zero components: dH = iH and, if p is even, dK = (iK − iH )/2, for |H /K| = 2 or p = p/2, corresponding to period doubling. Proof. As seen in Lemma 2.2, iK = Index(I − K K ), where ˜  − AX + X0 µ/ν0 )), (I − K)(µ, X) = (Im z1 , K(X with z1 the component of X on a mode m (a multiple of p) for which X0 has its corresponding z10 real and positive. Now, from Proposition 2.5, one has that I − K is invertible on V K , hence this will be also the case for I − K + λK˜ for small λ and this small compact perturbation does not alter the index. Now, since the matrix /(2π ) has N eigenvalues, the number e2πλ will not be one of them for small, strictly positive λ. Thus, from Appendix B, the Fredholm operator, from H 1 (S 1 ) into L2 (S 1 ), Lλ X = X − AX + λX will be invertible. In particular, the solution of the equation Lλ X = −τ µX0 /ν0 is X = −τ µX0 /λν0 , with corresponding Im z1 = −τ µmz10 /λν0 . Hence, one may ˜ ˜  − AX + λX)) and deform linearly (I − K + λK)(µ, X) to (−µ, K(X   ˜  − A X + λX)|W K . iK = − Index K(X Increasing λ, one will get a possible change of index at a point λ0 such that ˜ λ is not invertible in W K , i.e., if e2π λ0 /p is a Floquet multiplier of /(2π/p ), p KL dividing p. ˜ λ and Lλ have the same kernel, their generalized kernels do not Although KL coincide in general. However, as seen in Remark 2.1, one may detect the change of index by looking at the bifurcation equation B(λ), for both operators. For

d ˜ λ0 +λ = K˜ ˜ λ0 + λK˜ = KL − A + (λ0 + λ)I , KL dt defined on H 1 (S 1 ) or on W K , one has ˜ ˜ K(I ˜ + λR˜ Q ˜ K) ˜ −1 P , B(λ) = λ(I − Q) ˜ is a projection from where P is a projection from H 1 (S 1 ) onto ker Lλ0 , the operator Q K ˜ ˜ ˜ ˜ λ0 (I − W onto Range KLλ0 and R is the pseudo-inverse of KLλ0 defined by R˜ KL ˜ ˜ ˜ ˜ P ) = I − P and KLλ0 R Q = Q. On the other hand, for the Fredholm operator from d − A + (λ0 + λ)I = H 1 (S 1 ) into L2 (S 1 ), or from W K into L2 (S 1 )K , defined by dt Lλ0 +λ = Lλ0 + λI , one has B(λ) = λ(I − Q)(I + λRQ)−1 P ,

4.2
-degree of an isolated orbit

231

where Q projects L2 onto Range Lλ0 and Lλ0 RQ = Q, RLλ0 (I − P ) = I − P . Note that the identity in I + λRQ is that of H 1 (S 1 ).   ˜ K, ˜ where P0 is the pro˜ one may choose Q = d + P0 Q Now, for a given Q  dt  d d jection on the constants, hence K˜ dt + P0 K˜ = IH 1 , dt + P0 K˜ = IL2 . One ˜ ˜ ˜ = may take in this for a given Q, one may take Q  case R = dR K. Conversely,  d ˜ ˜ and R = R : in fact, it is easy to see that Q, as defined above, + P + P KQ 0 0 dt dt ˜ maps H 1 into Range KL ˜ λ0 maps L2 into Range Lλ0 and that Q2 = Q. Similarly, Q 2 ˜ = Q. ˜ Furthermore, it is immediate to check that R and R˜ have the right propand Q   ˜ K˜ and IL2 −Q = d + P0 (IH 1 − Q) ˜ K. ˜ erties. Moreover, IH 1 +λRQ = IH 1 +λR˜ Q dt Thus,

d ˜ + P0 B(λ). B(λ) = dt ˜ Hence, there is a change in the sign of the determinant of B(λ) if and only if there is a change of sign in the determinant of B(λ). The later will be the case if and only if λ0 d − A of odd algebraic multiplicity (see Remark 2.1). That is, at is an eigenvalue of dt ˜ K each Floquet multiplier of /(2π/p  ) one has a change of the index of (I −FX +λK) n equal to (−1) , where n is the algebraic multiplicity of the multiplier itself. Now consider, for λ > 0, the deformation ˜ − KAX), ˜ X − τ X + τ (λKX Applying

d dt

τ ∈ [0, 1].

+ P0 to this deformation, one obtains the equation X  + (1 − τ )X + τ (λX − AX).

Multiplying this equation by X T and taking λ > N 1/2 &A&, where &A& = max |Aij (t)|, one gets, after integrating on [0, 2π], that (1 − τ )X2 + τ (λ&X&2 − (X, AX)) ≥ (1 − τ )X2 + τ (λ − N 1/2 &A&)&X&2 . Hence, one has a valid deformation for λ sufficiently large. Clearly, for τ = 0,
the index is 1 and the index of (I − FX )K is (−1) mj , where mj are the algebraic multiplicities of the eigenvalues of /(2π/p  ) which are real and larger than 1.  Finally, since /(2π/p ) = /(2π/p)p/p , the spectrum of /(2π/p  ) is made of the (p/p  )-powers of the eigenvalues of /(2π/p). But, if µ is an eigenvalue of /(2π/p) then µ¯ will also be an eigenvalue. Hence, non real eigenvalues come in pairs with the same algebraic multiplicity and will not contribute to the index. For  real negative µ, one will have µp/p > 0 only if p/p is even. Then, Theorem 2.2 gives the final part of the proof.  Remark 2.3 (S 1 -degree and Fuller degree). One may define the S 1 -degree for the ˜ in H 1 (S 1 ), by making the equation νX  − g(X) in the form X − X − Kg(X)/ν, following hypothesis:

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4 Equivariant Degree and Applications

˜ of R×RN such that the differential Assume that there is an open bounded subset  ˜ for some t. This equation has no 2π-periodic solution (ν, X(t)) which touches ∂  ˜ ˜ ˜ assumption ensures that if (ν, X) belongs to  for some X on a periodic solution, then ˜ = 0, ˜ Moreover, if X˜ is a stationary solution, that is g(X) the whole orbit stays in . ˜ ˜ ˜ then (ν, X) is also a solution for all ν. Thus, since  is bounded, the set  cannot contain stationary solutions. Furthermore, for the integral equation, one needs that ˜ ν ≥ δ > 0 on . ˜ and belongs to a periodic orbit, then g(X)/ν is bounded in Now, if (ν, X) is in   ˜  and X will be bounded in L2 and &X&1 < R for some constant R. Let   ˜ .  = (ν, X) in R × H 1 (S 1 ) : &X&1 ≤ R, (ν, X(t)) ∈  Since any function in H 1 (S 1 ) is continuous, we have that if (ν, X) is close to (ν0 , X0 ) in H 1 then X(t) will be close to X0 (t) for all t. Thus, the set  is open. Clearly, ˜ will give  is invariant under the S 1 -action and any periodic solution (ν, X(t)) in  exactly one solution (ν, X) in  of the integral equation and conversely. In particular, X − F (ν, X) = 0 on ∂ and its S 1 -degree is well defined. ˜ the invariant part of the S 1 -degree is 0 and Since g(X) = 0 in ,  degS 1 (X − F (ν, X); ) = dH [FH ]S 1 , where dH is in Z and H runs over all the Fourier modes m, with |H | = m > 0. (Since F is compact all but a finite number of the dH ’s are 0). In this case, Fuller has defined a rational number which turns out to be  dH /|H |. For a hyperbolic orbit, of least period 2π/p, this number is − (−1)σ+ /p, if p is odd, − (−1)σ+ /p − (((−1)σ+ +σ− − (−1)σ+ )/2)/(p/2) = −(−1)σ+ +σ− /p, if p is even. Thus, in both cases, the Fuller index is I{e} /p. Example 2.7 (Differential equations with fixed period). Consider now the autonomous differential equation dX − g(X, ν) = 0, dt

X ∈ RN ,

where ν is not necessarily the frequency. Assume (ν0 , X0 (t)) is a 2π/p-periodic solution which is K-hyperbolic, for K corresponding to (2π/p  )-periodic functions, with p  dividing p. This means that multiples of X0 are the only non-trivial solutions of the linearized equation dX − A(t)X = 0, dt

4.2
-degree of an isolated orbit

233

where A(t) = gX (X0 (t), ν0 ). Furthermore, if Z(t) generates the kernel of the adjoint equation dZ + AT Z = 0, dt with fundamental matrix /−1T (t), then gν (X0 , ν0 ) is not L2 -orthogonal to Z(t). Proposition 2.7. Let k be the algebraic multiplicity of 1 as eigenvalue of /(2π/p  ) and let ek−1 be a vector in RN such that (I − /(2π/p  ))k−1 ek−1 = X0 (0) = e0 . Then, if nK is the sum of the algebraic multiplicities of real eigenvalues of /(2π/p ) which are larger than or equal to 1, one has 2π

gν · Z(t) dt (−1)nK . iK = − Sign (ek−1 · Z(0)) Sign 0

Proof. The argument is parallel to the one used in Proposition 2.6: iK = Index(I − K K ), where

˜  − AX − gν µ)). (I − K)(µ, X) = (Im z1 , K(X

Now, one may replace gν by any Z1 (t), in W K , which has (Z1 , Z)L2 of the same  d sign as (gν , Z)L2 : in fact, the whole segment τ Z1 +(1−τ )gν is not in Range dt −A . Hence, under the deformation, if one has a zero, one needs µ = 0 and X is a multiple of X0 , which has z1 = imz10 , where m is the mode of z1 . Hence, the only zero is for X = 0. Now, let ej be orthogonal to e0 and such that (I − /(2π/p  ))ej = ej −1 for j = 1, . . . , k − 1, i.e., the generators of ker(I − /(2π/p ))K . Thus, ej = (I − /(2π/p  ))k−1−j ek−1 , with ej · Z(0) = 0 for j = 0, . . . , k − 2, while ek−1 · Z(0)  = 0 (if not the algebraic multiplicity would be more than k, recalling that Z(0) generates ker(I − /−1T (2π/p )), see Appendix B). If η is the product of the two signs in the proposition, define  k−1  k−1−j

tp Z1 (t) = η/(t) ej . 2π 0


k−1


k−1

Since /(2π/p  ) 0 ej = /(2π/p ) 0 (I − /(2π/p ))k−1−j ek−1 = (I − (I −  Z1 (t) belongs to W K . /(2π/p ))k )ek−1 = ek−1 , one has Z1 (2π/p
k−1 ) j= Z1 (0) and k (The above sum is of the form (I − B) 0 B = I − B as a geometric sum, with B = I − /(2π/p  ). Furthermore, since Z(t) = /−1T Z(0) and ej · Z(0) = 0 for j ≤ k − 2, one has (Z1 , Z)L2 = η(ek−1 · Z0 ) with the right  d sign.  2π Now, the p -periodic solution of dt − (A − λ) X = Z1 is then Xλ (t) = ηe

−λt





t

/(t) C + 0

e

λs

k−1  k−1−j  sp 0

2π

ej ds ,

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4 Equivariant Degree and Applications

where C is chosen such that Xλ

 2π  p



= Xλ (0), i.e.,



C = e−2πλ/p /(2π/p )(I −e−2π λ/p /(2π/p ))−1



2π/p 

eλs

 sp k−1−j

0

2π

ej ds,

which is possible if λ is small. Next, we claim that, if z1 is the component of Xλ on the m-th mode, then Im z1 has the sign of η(−1)k−1 for λ small and positive.  −µ (I − /), In fact, if µ denotes e−2π λ/p , / denotes /(2π/p ) and B = 1−µ
j j −l = I − B j +1 then we have I − B = (I − µ/)/(1 − µ), and from (I − B) 0 B
j  −µ j −l
j j −l one obtains that (I − B) 0 1−µ el = (I − B) 0 B (I − /)k−1−j ek−1 = (I − B j +1 )(I − /)k−1−j ek−1 = ej , since B k ek−1 = 0 and ej = (I − /)k−1−j ek−1 . Thus,

j  −µ j −l el (I − µ/)−1 ej = (1 − µ)−1 1−µ 0

µ)k (I

µ/)−1 ej

and limµ→1 (1 − − = 0 unless j = k − 1, where it is (−1)k−1 e0 , since j goes from 0 to k − 1, hence, k − j − 1 + l > 0, except for j = k − 1 and l = 0. Thus, 

lim (1 − e−2π λ/p )k Xλ (t) = η(−1)k−1 (2π/p )X0 (t),

λ→0+

since (1 − µ)k C tends to /(2π/p )e0 = (2π/p )e0 and X0 (t) = /(t)e0 . But the component z1 for X0 is imz10 . This proves the claim. The next step is to make the deformation ˜  − AX + λX − τ µZ1 )), (τ Im z1 + (1 − τ )(−1)k−1 ηµ, K(X which is valid since a zero, in W k , in the second term gives X = τ µXλ , with a corresponding z1 of the sign of (−1)k−1 ηµ. One obtains, for τ = 0, a product and   ˜  − AX + λX)|W K , iK = (−1)k−1 η Index K(X for λ small and positive. But, in Proposition 2.6, we have proved that this last index is (−1)nK −k , proving the proposition. Note that, if g(X, ν) = g(X)/ν, then gν = −X0 /ν0 and k = 1. Then, since X0 = /(t)e0 and Z(t) = /−1T (t)Z(0), the scalar product in η is −2π/ν0 (e0 −Z(0)) and η = −1. Note also that k is also the algebraic multiplicity of 1 as eigenvalue of  /(2π/p) since /(2π/p  ) = /(2π/p)p/p and /(2π/p) has no eigenvalues, except 1, which are p/p  -roots of unity. Example 2.8 (Differential equations with first integrals). This case can be translated into an instance of the last proposition. In fact, assume that the equation X  = g(X), X in RN , has a first integral V (X).

4.2
-degree of an isolated orbit

235

This means that V (X(t)) remains constant on solutions of the equation, or equivalently that ∇V (X) · X  = ∇V (X) · g(X) = 0. Consider the problem of finding 2π -periodic solutions to the equation X = g(X) + ν∇V (X) = g(X, ν). d V (X0 (t)). If X0 (t) is such a solution, then X0 · ∇V (X0 ) = ν&∇V (X0 )&2 = dt Integrating over a period, one has ν&∇V (X0 (t))& ≡ 0, thus ν = 0 if, on the orbit ∇V (X0 ) ≡ 0, or ∇V (X0 ) ≡ 0 on the orbit and, in both cases, X0 (t) is a 2π -periodic solution of the original problem. Let then denote by A(t) the matrix Dg(X0 (t)) and let /(t) be the fundamental matrix for the variational equation X  − A(t)X. Then, if X(t) is solution to the initial value problem

X  = g(X) = g(X0 (t)) + A(t)(X(t) − X0 (t)) + R(X − X0 ) X(0) = X0 (0) + W, then,



t

X(t) = X0 (t) + /(t)W + /(t)

/−1 (s)R(X(s) − X0 (s)) ds.

0

Hence, linearizing the identity V (X(t)) = V (X(0)), one obtains ∇V (X0 (t)) · /(t)W = ∇V (X0 (0)) · W, for all W in RN . Thus, if ∇V (X0 (0)) = 0, one has that ∇V (X0 (t)) is orthogonal to all /(t)W and, since /(t) is invertible, the only possibility is that ∇V (X0 (t)) = 0 on the orbit of X0 , that is, if ∇V (X0 (t)) is non-zero at some time t, it will remain so for all t’s. In general, for a 2π -periodic orbit, one has X0 (2π ) = X0 (0) and ∇V (X0 (0)) is orthogonal to Range(I − /(2π )). In other words, ∇V (X0 (0)) belongs to ker(I − /(2π)T ) and generates it if it is non-zero and if ker(I − /(2π )) is generated only by X0 (0). Furthermore, in this case the algebraic multiplicity has to be more than one: in fact, since X0 (0) is orthogonal to ∇V (X0 (0)), then X0 (0) belongs to Range(I − /(2π)). Hence, there is another vector in ker(I − /(2π ))2 besides X0 (0). Then, if Z(t) = /−1T (t)∇V (X0 (0)), is the 2π -periodic solution of Z  + A(t)T Z = 0, and, since gν (X0 (t), ν) = ∇V (X0 (t)), one has 2π 2π gν · Z(t)dt = ∇V (X0 (t)) · /(t)/−1 (t)/−1T (t)∇V (X0 (0)) dt 0



0



0

2π

=

2π

= 0

∇V (X0 (0)) · /−1 (t)/−1T (t)∇V (X0 (0)) dt &Z(t)&2 dt,

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4 Equivariant Degree and Applications

where one has used the relation ∇V (X0 (t)) · /(t)W = ∇V (X0 (0)) · W . Since /−1 /−1T is a positive definite matrix, the integrand is positive and the only condition for hyperbolicity in this case is that dim ker(I − /(2π )) = 1, or else, whenever X is a 2π-periodic solution of X  − A(t)X = 0, then X is a multiple of X0 . Proposition 2.8. Let X0 (t) be a non-constant (2π/p)-periodic solution of X = g(X) such that ∇V (X0 (0)) = 0 and X0 is the generator of ker(I − /(2π )). Let k, ek−1 and nK be as in Proposition 2.7, then iK = − Sign(ek−1 · ∇V (X0 (0)))(−1)nK . In particular, the S 1 -index of X  − g(X) − ν∇V (X) at (0, X0 (t)) has at most two nonzero components dH = iH = η(−1)σ+ , where η = −(−1)k Sign (ek−1 · ∇V (X0 (0))) and σ+ is the number of real Floquet multipliers of /(2π/p) counted with algebraic multiplicity, which are larger than 1, while dK = (iK − iH )/2, for |H /K| = 2 (hence for p even) and iK = η(−1)σ+ +σ− , where σ− is the number of real Floquet multipliers of /(2π/p), which are less than −1. Proof. It is enough to apply Propositions 2.6 and 2.7.



˜ 1 in RN such that no periodic solution Remark 2.4. (a) Given an open bounded set   ˜ ˜1 of X = g(X) touches ∂ 1 and such that ∇V (X) = 0 on 2π -periodic solution in  ˜ ˜ (including stationary ones), one may take  = {(ν, X) : |ν| < ε, X ∈ 1 } and  as ˜  − g(X) − ν∇V (X)); ) is well defined. in Remark 2.3. Thus, degS 1 (K(X (b) For the Hamiltonian system X  − J ∇H (X), we have that H (X) is a first integral. The augmented system looks like X  − (J − νI )∇H (X), which may also be written as, on solutions of the equations J X  + ∇H (X) + νX  = 0. But, this is exactly what is obtained when one studies J X + ∇H (X) as an orthogonal map. This approach has the advantage of considering also stationary solutions. This will be done in the next section. (c) One may have several first integrals to the systems X − g(X) and one could look at the augmented system  λj ∇Vj (X) = 0. X  − g(X) +
Taking the scalar product of this equation with λj ∇Vj (X) and integrating on [0, 2π] for a 2π -periodic solution of the augmented system one obtains  & λj ∇Vj (X)&L2 = 0.

4.2
-degree of an isolated orbit

237

Thus, if (λ, X) is a 2π-periodic solution
of the augmented system, then X(t) is a  λj ∇Vj (X) = 0. Note that, as before, 2π -periodic solution of X = g(X) and if this relation holds at some t0 it will hold for all t’s. In order to have a welldefined equivariant degree one needs to conclude that all λj ’s are 0, i.e., that the vector fields ∇Vj (X) are linearly independent on the orbit. Since ∇Vj (X(0)) are in ker(I − /(2π )T ), this implies a high dimensional kernel for I − /(2π ). If S 1 is the only group acting, then the computation of the S 1 -degree of the augmented system may be quite involved. On the other hand, one has a nonlinear equivalent of orthogonal maps. In fact, if g(X) = J ∇H (X), where H is
0 -invariant and Aj X are the infinitesimal generators of the symplectic action of
0 , then for the equation  J X + ∇H + λj Aj X, one may define Vj (X) = 21 (Aj J X, X). Since Aj J is self-adjoint, one has that ∇Vj (X) = J Aj X: see Proposition 9.1 in Chapter 1. This particular case will be studied in the next section. Example 2.9 (Time dependent equations). Consider the problem of finding 2π-periodic solutions to the problem dX = f (X, t), dt where f (X, t) is 2π/p0 -periodic in t. Then, as seen in § 9 of Chapter 1, one has a 1 (S 1 ). If X (t) is a 2π/p-periodic solution of the equation, natural Zp0 action on C2π 0 with p dividing p0 , then the linearization of the equation at X0 will be dX − A(t)X, dt where A(t) = Df (X0 (t), t) is 2π/p-periodic. Proposition 2.9. If W K = {X(t) in H 1 (S 1 ) which are 2π/p -periodic, where p divides p}, then X0 (t) is K-hyperbolic if and only if dX dt − A(t)X = 0 has no 2π/p -periodic solutions. If σ+ and σ− are the number of real eigenvalues, counted with multiplicity, of /(2π/p) which are larger than 1, respectively less than −1, then  if p/p is odd (−1)σ+ iK = σ +σ (−1) + − if p/p is even. In this case the Zp0 -index of X0 (t) is dH = iH and, if p is even, dK = (iK − iH )/2 for |H /K| = 2. Proof. In this case, applying Theorem 2.4, the number k is 0 and the argument follows the proof of Proposition 2.6. Recall that Zp

S W0 (S W ) = Z × Z × · · ·

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4 Equivariant Degree and Applications

with one Z for each divisor of p0 .



Clearly, this example corresponds to the classical situation where one can use Poincaré sections. The purpose of including it here is to contrast it with the situation of the following examples. Example 2.10 (Symmetry breaking for differential equations). Assume that the autonomous equation dX dt = g(X, ν) has an {e}-hyperbolic solution (ν0 , X0 (t)) of least period 2π/q. Consider the problem of finding 2π-periodic solutions to the equation dX = g(X, ν) + τ h(t, X, ν), dt for small τ and where h is 2π/p0 -periodic in t. Hence, the S 1 -symmetry is broken to a Zp0 -symmetry, for τ = 0. This is an entrainment or phase locking problem and solutions of the perturbed problem are called p0 -subharmonics. Let p be the largest common divisor of q and p0 , then the isotropy subgroup of X0 is Zp , with W Zp corresponding to 2π/p-periodic functions. Proposition 2.10. If (ν0 , X0 ) is a 2π/q-periodic solution of the autonomous equation X  = g(X, ν) such that X0 generates the kernel of LX = X  − Dg(X0 , ν0 )X and such that the non-homogeneous equation LX = gν (X0 , ν0 ) has no solution, then the equation X  = g(X, ν) + τ h(t, X, ν), where h is 2π/p0 -periodic in t, has a global continuum of (2π/p)-periodic solutions (ν, X) going through (ν0 , X0 ) and parametrized by τ , where p is the largest common divisor of q and p0 , provided, in the case p0 = p and q/p0 even, one has that the sum of the algebraic multiplicities of real eigenvalues of /(2π/q) which are less than −1 is even.  Zp0 Proof. Recall that S R×W (S W ) = (H ), where (H ) ∼ = Z2 ×
/H for each isotropy subgroup of Zp0 (see Theorem 5.5 in Chapter 3), hence if H ∼ = Zp0 /p , where p  divides p0 , then
/H ∼ = Zp and (H ) ∼ = Z2 × Zp , if p is even and Z2p , if p is odd. We have proved, in Proposition 7.3 of Chapter 3, that if  dm [ηm ]S 1 , [F ]S 1 = then P∗ [F ] =



dp 0 /p [ηp 0 /p ]Zp0 ,

where dp 0 /p =



nj

 k≥0

 dmj p0 /p +kp0 ,

4.2
-degree of an isolated orbit

239

with |nj | odd, nj mj ≡ 1, modulo p , and 1 ≤ mj < p with mj and p  relatively prime (one may take |nj | < p ). The number dp 0 /p is in Zp if p is even and in Z2p if p is odd. For p = 1,
corresponding to H = Zp0 , one has dp 0 = k≥0 dkp0 in Z2 . Here, dm = 0 except for m = q and m = q/2, if q is even, where one has dq = η(−1)σ+ dq/2 = −η(−1)σ+ (1 − (−1)σ− )/2, if q is even,  2n where η = − Sign(ek−1 ·Z(0)) Sign 0 gν ·Z(t)dt and σ+ is the sum of the algebraic multiplicities of real eigenvalues of /(2π/q) which are larger than or equal to 1, while σ− is the corresponding sum for real eigenvalues of /(2π/q) which are less than −1: see Proposition 2.7. Then, if p0 = p1 p and q = q1 p with p1 and q1 relatively prime, one has mj p0 /p = q if and only if mj p1 = q1 p , that is p = kp1 and mj = kq1 , but, since p  and mj are also relatively prime, one has p = p1 and mj = q1 with p0 /p  = p. In this case nj = n is such that nq1 = 1 + kp1 , with |n| < p1 . On the other hand, if q is even, one has mj p0 /p = q/2, if and only if 2mj p1 = q1 p  , that is p = kp1 and 2mj = kq1 which implies k = 1 or 2. If k = 1, then p  = p1 , 2mj = q1 and p0 /p = p and nj = n is such that  n q1 /2 = 1 + k  p1 . While, if k = 2, then p = 2p1 , mj = q1 which must hold since p  is even and p0 /p = p/2, and n q1 = 1 + 2k  p1 (in this case, since q is even but q1 is odd, one has that p is even). Thus, if q is odd, one has dp = ndq with nq1 ≡ 1, [p1 ]. While, if q is even, then either p0 is odd, which implies that the only possibility for dq/2 is k = 1 and dp = ndq + n dq/2 , or p0 is even. If p0 is even and q1 is odd, then k = 2 and  = n dq/2 , while if q1 is even, then k = 1 and dp = ndq + n dq/2 . dp = ndq , dp/2 Since nq1 = 1 + kp  and n mj = 1 + k  p the numbers n and n are non-zero modulo p  , hence the only case where the new invariants may be 0 is when k = 1 and ˜ 1 . But then, dp = 0, modulo 2p1 . This is possible only if σ− is odd and n − n = 2kp multiplying by q1 , one would have ˜ 1 − 2k  + k)p1 = 1. (2kq Hence, p1 = 1, in which case n = n = 1, k = q1 − 1, k  = q1 /2 − 1 and k˜ = 0 and q1 is even. The global continuum going through (ν0 , X0 ) is then given by Theorem 5.1 of Chapter 2, by taking any bounded S 1 -invariant set  in R × W which intersects the slice τ = 0 in a neighborhood of X0 , where X0 is the only solution. Since dp  = 0  one has that the solutions are in W Zp , i.e., they are 2π/p-periodic. Remark 2.5. It would be quite interesting to construct an autonomous system with an isolated π-periodic solution, with σ− odd, such that with a 2π -periodic perturbation one looses the solution at some value of the parameter. Since det /(t) =

240

4 Equivariant Degree and Applications

t exp( 0 Trace A(s)ds) is positive, σ− odd implies that there is at least 3 eigenvalues of /(π) : 1 and two negative, one less than −1 and one between −1 and 0, hence the system must be at least three-dimensional. In this case one would have q = 2 and p0 = 1. On Fourier series one may take the system, from R × C2 into C2 , f (ν, z2 , z1 ) = ((ν + i(|z2 | − 1))z2 , z2 z¯ 1 ) where S 1 acts on z1 as eiϕ and on z2 as e2iϕ . If z2  = 0, the only solution is ν = 0, z1 = 0, |z2 | = 1. If H ∼ = Z2 is the isotropy subgroup of z2 , the index of f (ν, z2 , z1 )H at (0, 1, 0) is 1 while the index of f (ν, z2 , z1 ), for z2 real and positive at (0, 1, 0) is −1. Hence, from Theorem 2.1, one has d2 = 1 and d1 = −1, the situation of the last proposition, where 0 is a small neighborhood of the orbit. If one adds the parameter τ one may look at the open bounded set  = {(τ, ν, z2 , z1 ), |ν| < 1, |z1 | < 1, |τ | < 2, 1/4 − τ 2 < |z2 | < 4 − τ 2 } which, in the (τ, z2 ) space and τ ≥ 0 is the region between two paraboloids, the first of vertex (τ = 1/2, z2 = 0) and basis (τ = 0, |z2 | = 1/4) and the second of vertex (τ = 2, z2 = 0) and basis (τ = 0, |z2 | = 4). Now, if λτ = ν + i(|z2 | − 1 + τ 2 ), the non-equivariant map (λτ z2 + τ z1 , z2 z¯ 1 − τ λ¯ τ ) which, after conjugation of the second component, can be written as



λτ z2 τ z1 −τ z¯ 2 has the only solution, for τ = 0, the point ν = 0, z1 = 0, |z2 | = 1 − τ 2 , which disappears at τ = 1, without touching the boundary of . Example 2.11 (Twisted orbits). Consider the problem of finding 2π -periodic solutions to the problem dX = g(X, ν), X in RN , dt where ν could be the frequency and g is equivariant with respect to the abelian group
0 . The preceding examples were particular cases with
0 trivial. If (ν0 , X0 (t)) is a solution, we have seen, in § 9 of Chapter 1, that X0 (t) may be a time-stationary solution, or a rotating wave or a truly time periodic solution. The first two cases correspond to a Hopf bifurcation and will be studied in the last section of this chapter or, if one fixes ν, to invariants which involve only the stationary part, i.e., for the equation g(X, ν) = 0. Thus, let us assume that X0 (t) is a truly periodic solution, that is X0 (t) is non-constant and (2π/p)-periodic, with isotropy H = Zp × H0 , where dim
0 /H0 = 0. (The case of more parameters and higher dimensional orbit will be studied, for orthogonal maps, in the next section). Assume that X0 (t) is {e}-hyperbolic, i.e., X0 (t) generates the

4.2
-degree of an isolated orbit

241

kernel of the linearization X  − A(t)X, with A(t) = Dg(X0 (t), ν0 ) and the equation X  −A(t)X = gν (X0 (t), ν0 ) has no 2π -periodic solution. Then, according to Theorem 2.3, the only relevant isotropy subgroups of
= S 1 ×
0 are H and K’s, with K < H and H /K ∼ = Z2 . Since dim
/H = 1, the torus part of H (and K) is the torus part of H0 and that of
0 : see Lemma 9.2 in Chapter 1. If T k is this torus part, all the k relevant information will be given by orbits which lie in V0 ≡ (RN )T for all time. We have seen, in Lemma 9.4 of Chapter 1, that V H is the space of all 2π/p-periodic q functions with X(t) in V0H0 for all t and X(t) = γ0 X(t + 2π/q), where γ0 0 is in H0 and q = pq0 . The element γ0 of
0 and the integer q are determined by X0 (t). Furthermore, for each Kj , with H /Kj ∼ = Z2 , one has a subgroup K0j of H0 such ∼ Z2 or H0 = K0 , with Vj = V K0j = V + ⊕ V − where γ q0 acts as ± Id that H0 /K0j = 0 0 j j on Vj± . We have seen, in Lemma 9.4 and Remark 9.4 of Chapter 1, that V0H0 = Vj+ if and only if Vj−  = {0} and that the elements of V Kj are those 2π -periodic functions X(t), with X(t) in Vj for all t, and X(t) = γ02 X(t + 4π/q). Now, the matrix is H -equivariant and since g(X, ν0 ) is
0 -equivariant and X0 (t) is in V0H0 for all t, one has, for any δ in
0 , δDg(X0 , ν0 ) = Dg(δX0 , ν0 )δ. In particular, for δ in H0 , the matrix A(t) is H0 -equivariant for each t. Thus, on Vj one has

0 A0 (t) , A(t) = 0 Aj (t) where A0 corresponds to V0H0 and Aj (t) to Vj− or to the complement of V0H0 in Vj+ (if K0j = H0 , the matrix Aj is not present). If /(t) is the fundamental matrix for the problem X − A(t)X, one has /(t) = diag(/0 (t), . . . , /j (t), . . . ) on the decomposition of RN into irreducible representations of H0 . Lemma 2.4. One has the following relations γ0 A(t + 2π/q) = A(t)γ0 ,

γ0 /(t + 2π/q) = /(t)γ0 /(2π/q).

In particular, for any integer s, /(2πs/q) = γ0−s (γ0 /(2π/q))s . Proof. For any γ in
one has γ Dg(X, ν0 ) = Dg(γ X, ν0 )γ . In particular, for γ0 X0 (t + 2π/q) = X0 (t), one obtains γ0 A(t + 2π/q) = A(t)γ0 . Then, / (t + 2π/q) = A(t +2π/q)/(t +2π/q) = γ0−1 A(t)γ0 /(t +2π/q), that is γ0 /(t +2π/q) is also a fundamental matrix and as such, one has γ0 /(t + 2π/q) = /(t)C, with C = γ0 /(2π/q). Then, γ0s /(2π s/q) = γ0s−1 (2π(s − 1)/q)γ0 /(2π/q) = (γ0 /(2π/q))s for s > 0 and γ0 = /(−2π/q)γ0 /(2π/q) gives the result for s < 0. 

242

4 Equivariant Degree and Applications

Proposition 2.11. Let (ν0 , X0 (t)) be a hyperbolic solution of X = g(X, ν) and define η = Sign(ek−1 · Z(0)) Sign(gν (X0 , ν0 ), Z(t))L2 , as in Proposition 2.7, where k is the algebraic multiplicity of 1 as eigenvalue of /0 (2π/p). If g(X, ν) = g(X)/ν then η = −1. Let σj± be the number of real eigenvalues, counted with algebraic multiplicity, of γ0 /j (2π/q) which are larger than 1, for σj+ , or less than −1, for σj− , where j = 0 for H and j ≥ 1 for each Kj with H /Kj ∼ = Z2 . Then +

iH = (−1)k−1 η(−1)σ0

iH iKj

 +  (−1)σj    (−1)σj− = −  (−1)σ0    − + −  (−1)σ0 +σj +σj

if q is odd andVj− = {0}

if q is odd andVj−  = {0}

if q is even, p is odd and Vj−  = {0}

if q is even, p is odd and Vj− = {0} or p is even.

Proof. Recall first that X0 is the only generator of ker(X −A(t)X) and that gν (X0 , ν0 ) does not belong to the range of this operator. In particular, k depends only on /(2π/p) and it is the algebraic multiplicity of X  − A(t)X on H 1 (S 1 ). Furthermore, since the operator X  −A(t)X+λX and K˜ are H -equivariant, the arguments of Propositions 2.6 and 2.7 remain valid, that is the index iK is given by iK = (−1)k−1 η(−1)σK , where σK is the number of real eigenvalues λ > 0, including algebraic multiplicity, of X  − A(t)X + λX = 0 in V K . But, from Appendix B, X satisfies this equation in H 1 (S 1 ) if and only if X(t) = e−λt /(t)W , with W in ker(/(2π ) − e2πλ I ). Thus, X(t) will be in V H if and only if X(t) lies in V0H0 and γ0 X(t + 2π/q) = X(t), while Kj

X(t) will be in V Kj if and only if X(t) lies in V0 Thus, for V H , one needs

= Vj and γ02 X(t + 4π/q) = X(t).

e−λ2π/q /(t)γ0 /(2π/q)W = /(t)W, and, since /(t) is invertible and /(t)|V H0 = /0 (t), . 0

γ0 /0 (2π/q)W = e2πλ/q W. Conversely, if W satisfies this last relation then q

γ0 0 /0 (2π/p)W = (γ0 /0 (2π/q))q0 W = e2πλ/p W q

and, since γ0 0 = Id on V0H0 , one obtains /(2π)W = e2πλ W .

4.2
-degree of an isolated orbit

243

α d − A + λI X = 0, then X(t) = For the generalized kernel, one has that, if dt
Wl t l / l!, with Wl in ker(/(2π ) − e2πλ I )α−l uniquely determined by e−λt /(t) α−1 0 W0 . The relation γ0 X(t + 2π/q) = X(t) leads to B

−1

 α−1 

l



Wl (t + 2π/q) / l! =

l=0

α−1 

Wl t l ,

l=0

where B −1 = e−2π λ/q γ0 /(2π/q). This polynomial equality is satisfied if and only if all k-derivatives at t = 0 are equal, that is B −1

 α−1 

 Wl (2π/q)l−k /(l − k)! = Wk .

l=k

But these are the relations given in Appendix B, with 2π replaced by 2π/q. Thus, (B − I )k Wα−k = 0, i.e., Wl is in ker(γ0 /(2π/q) − e2πλ/q I )α−l and is completely d −A+λI determined by W0 . The converse is clear, hence the algebraic multiplicity of dt on V H is that of e2π λ/q as eigenvalue of γ0 /(2π/q). In particular, σH = σ0+ . For Kj , the relation γ02 X(t + 4π/q) = X(t) leads to γ02 /(4π/q)W = (γ0 /(2π/q))2 W = e4πλ/q W, for any X(t) = e−λt /(t)W , with W in ker(/(2π ) − e2πλ I ). q Conversely, if γ0 /(2π/q)W = εe2π λ/q W , with ε = ±1, then γ0 /(2π )W = ε q e2πλ W , for W in Vj . Writing W = (W0 , Wj ) on V0H0 ⊕ (V0H0 )⊥ ∩ Vj and /(2π ) = diag(/0 (2π), /j (2π )), one has /0 (2π)W0 = εq e2π λ W0 q

and

q

(γ0 0 )p /j (2π )Wj = εq e2πλ Wj ,

q

where γ0 0 = Id if Vj− = {0} and γ0 0 = − Id if Vj−  = {0}. Hence, for /0 , one has ε = ±1 if q is even, while only ε = 1 is possible if q is q odd. For /j and Vj− = {0}, then γ0 0 = Id and ε is as above, while if Vj−  = {0} then q γ0 0 = − Id. In this case, if p is even, then ε = ±1 (q is also even). If p is odd and q even, then Wj = 0 (in fact, we have seen in Lemma 2.4 of Chapter 1 that, in this case, X(t) is in Vj+ = V0H0 ). Finally, if q is odd, then ε = −1. The argument for the generalized kernel is then as before, with (γ0 /(2π/q))2 − 4πλ/q e I , with no further restriction. This proves the proposition. Note that one may have H0 = K0 : in this case H /K ∼ = Z2 only if q is even (if q is odd then X(t) is in − H V ) and the contribution to iK is (−1)σ0 .  Remark 2.6. On may also look at 2π -periodic solutions, in Vj for all t, of the equation Y  − A(t)Y + λY = 0,

λ > 0,

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4 Equivariant Degree and Applications

for functions which satisfy the relations Y (t + 2π/p) = aY (t),

γ0 Y (t + 2π/q) = bY (t),

where a = ±1, b = ±1. In fact, b = 1 corresponds to y = X+ , in Lemma 9.5 of Chapter 1, with components in Vj+ if a = 1 or in Vj− if a = −1. While, if b = −1 then Y (t) = X− (t) with components in Vj+ , if a = 1 and q0 even or if a = −1 and q0 odd, or in Vj− , if a = −1 and q0 even or a = 1 and q0 odd. q Now, the requirement that Y (t) is 2π -periodic implies that a p = 1 and γ0 0 Y (t + q0 q q 0 0 q q 2π/p) = γ0 aY (t) = b 0 Y (t), that is aγ0 = b 0 I , where γ0 = I on Vj+ and

γ q0 = −I on Vj− and Vj−  = {0} if and only if Vj+ = V0H0 .

Thus, by writing Y (t) = e−λt /(t)W , with W = (W0 , Wj ), W0 in V0H0 and Wj in (V0H0 )⊥ ∩ Vj and /(t) = diag(/0 , /j ), one has the following spectral problem: find λ > 0, W = 0, such that (γ0 /0 )q0 W0 = ae2π λ/p W0 q

(γ0 /0 )q0 Wj = ae2π λ/p γ0 0 Wj

and

γ0 /0 W0 = be2πλ/q W0 ,

and

γ0 /0 Wj = be2πλ/q Wj ,

with the restrictions a p = 1, (a − bq0 )W0 = 0, (a − bq0 )Wj = 0 if Vj− = {0} or (a + bq0 )Wj = 0 if Vj−  = {0}. Hence, one has the following cases: 1. K = H , i.e., a = b = 1, Wj = 0, with a contribution of σ0+ . 2. H /K ∼ = Z2 and p odd, then a = 1. If q0 is odd, one has a contribution from W0 (only if b = 1) of σ0+ and from Wj of σj+ (if Vj− = {0} and b = 1) or of σj− (if Vj− = {0} and b = −1). While, if q0 is even, one has a contribution from W0 of σ0+ + σ0− (for b = ±1), and from Wj of σj+ + σj− only if Vj− = {0}. ∼ Z2 and p even. If q0 is odd, one has a contribution from W0 only if a 3. H /K = and b have the same sign. Thus, if Vj− = {0} one has σ0+ + σj+ (for a = b = 1) and σ0− + σj− (for a = b = −1) for a total of σ0+ + σ0− + σj+ + σj− . If Vj− = {0}, then a and b have the same sign for W0 and opposite signs for Wj , giving σ0+ + σ0− for W0 and σj+ + σj− for Wj with the same total as above. While, if q0 is even, then if Vj− = {0} one needs a = 1, b = ±1 and a total contribution of σ0+ + σ0− + σj+ + σj− . If Vj−  = {0} then, for W0 one has a = 1 and a contribution of σ0+ + σ0− , and for Wj one has a = −1 and a contribution of σj+ + σj− . Thus, for p even one gets σ0+ + σ0− + σj+ + σj− , confirming Proposition 2.11.

4.3
-Index for an orthogonal map

245

2q

Remark 2.7. Since γ0 0 = Id on Vj , one has an action of the cyclic group generated by γ0 , which couples two variables xl and yl , giving them a complex structure and an action of the form e2π ial /2q0 (xl + iyl ), where al is even on Vj+ and odd on Vj− . Now, it is important to note that A(t) does not preserve this complex structure, unless it is γ0 -equivariant. Thus, since A(t) is a real matrix, the action of γ0 on the couple (xl , yl ) has to be represented by the rotation Ral /2q0 . Then, since A(t) is 2π/p-periodic, one has the Fourier series expansion for A(t):  A(t) = Am eimt , where m is a multiple of p. The relation γ0 A(t + 2π/q)γ0−1 = A(t) leads to γ0 Am e2πim/q γ0−1 = Am and, if Am is decomposed in 2 × 2 matrices Akl m corresponding to the couples (xl , yl ) and on the coordinates (xk , yk ), one obtains 2πim/q Rak /2q0 Akl Akl m =e m R−al /2q0 .

If, for some (k, l) and fixed m, one has that det Akl m is non-zero, then one has that 2m/q is an integer. If this integer is even, then Am is γ0 -equivariant and, as such, has a block diagonal structure, in particular Akl m = 0 unless ak = al . If this integer is odd, = 0 unless ak = al or al + q0 /2: in fact, in this then Am is γ02 -equivariant and Akl m q0 case one needs q0 even, since γ0 = ± Id and Am = −γ0 Am γ0−1 . kl This is the situation

if Am has a complex structure, i.e., of the form (a+ib)(xl +iyl ), a −b . with Akl m = b a

cos 2π/3 − sin 2π/3 However, consider γ0 = = R2π/3 and sin 2π/3 cos 2π/3

A(t) =

cos 2t − sin 2t − sin 2t − cos 2t

=





1 1 i 1 1 −i −2it e2it + e . 2 i −1 2 −i −1

Here, p = 2, q0 = 3 and q = 6, with 2m/q = ±2/3, which is not an integer. It is easy to see that γ0 A(t + 2π/3) = A(t + π/3) = A(t)γ0 and det A±2 = 0.

4.3 -Index for an orthogonal map Orthogonal maps give a very rich structure for their orthogonal
-degrees, since, if
= T n × Zm1 × · · · × Zms acts on the finite dimensional space V , with infinitesimal generators A1 x, . . . An x for the action of T n , then according to Theorem 6.1 in Chapter 3, one has 
⊥S V (S V ) ∼ = Z × · · · × Z, with one Z for each isotropy subgroup of
. Hence, if
x0 is an isolated zero-orbit of an orthogonal
-map f (x), i.e., such that f (x) · Aj x = 0 for j = 1, . . . , n and f (γ x) = γf (x) for all γ in
, then one should expect an index with many components. In this section we shall compute the

246

4 Equivariant Degree and Applications

orthogonal
-index at
x0 , relating it to the spectral properties of its linearization. Furthermore, we shall apply these computations to the case of differential equations, in particular to Hamiltonian systems and to examples of spring-pendulum mechanical systems. Let us assume that
x0 is an isolated k-dimensional orbit, with f (x0 ) = 0 and H the isotropy subgroup of x0 , that is dim
/H = k. Then, there are complex coordinates z1 , . . . , zk with isotropy H0 > H and |H0 /H | < ∞ and zj real and positive for x0 . One may choose an invariant neighborhood of
x0 such that zj  = 0 in it, that is F (t, x) = (2t + 2ϕ(x) − 1, f˜(x)) will be non-zero on the set given by zj = 0 for each j = 1, . . . , k. We shall assume that A1 x, . . . , Ak x are the linearly independent vectors if x has its coordinates z1 , . . . , zk non-zero. Then, according to Proposition 6.1 of Chapter 3, one has  [F ]⊥ = dj [Fj ]⊥ , Hj ≤H0 j

where, for Hj > H the torus part of H0 and Bk = B Hj ∩ {z1 , . . . , zk ∈ R+ }, the dj ’s are given by  deg

F+

k 

λl Al x

Hi

 ; Bki =

1



dj |H0 /Hj |.

Hi ≤Hj ≤H0

Choose the tubular neighborhood  of the orbit so small that if x0 has a coordinate xj0 = 0, then xj is non-zero in  and construct ϕ(x) with value 1 whenever one of these coordinates xj is 0. Thus, F |V K  = 0 for any K which is not a subgroup of H . From Theorem 6.1 (2) of Chapter 3, this implies that the corresponding dK is 0. Hence,  dj [Fj ]⊥ . [F ]⊥ = Hj ≤H

Furthermore, if ik =  ∩ Bki , one has, for Hj > H , that deg

k H i    λl Al x ; Rk × ik = f+ 1



dj |H0 /Hj |

Hi
= |H0 /H | Index



f+

k 

λ l Al x

H i

 ; (0, x0 ) ,

1

since the orbit
x0 intersects k in |H0 /H | points, all with the same index. Thus, the argument is, up to here, parallel to Theorem 2.2, except that one may have isotropy subgroups Hj with dim H /Hj > 0. If f is C 1 at x0 , let D denote Df (x0 ). Then, we have seen in Lemma 7.2 of Chapter 1, that D is H -equivariant (and as such it has a block diagonal structure on fixed-point subspaces of subgroups of H and that, for K < H , then D =

4.3
-Index for an orthogonal map

247

 ), where D  diag(D H , D⊥H , D⊥K ⊥K is complex self-adjoint). Furthermore, Aj x0 are in ker D and orthogonal to Range D. In particular, if dim ker D = k, then for K < H , the matrix D⊥K is invertible and the algebraic multiplicity of 0 as eigenvalue of 0 is k. We shall use this information in the following result

Theorem 3.1. Let
x0 be an isolated orbit of dimension k and isotropy H . Assume that dim ker Df (x0 ) = k. Then, the orthogonal index is well defined and is equal ¯ 0), where H is the torus part of H to the product i⊥ (f H (xH ); x0 )i⊥ (Df⊥ (x0 )X; H ⊥ and Df⊥ (x0 )X¯ is the linearization on (V ) , which is complex self-adjoint and H orthogonal. One has   dHi [FHi ]⊥ + dH˜ i [FH¯ i ]⊥ , i⊥ (f H ) = dH [FH ]⊥ + H /Hi ∼ =Z2

H /H˜ i ∼ =Z2 ×···×Z2

with dH = η(−1)nH , where nH is the number of negative eigenvalues of Df H (x0 ), j and η = (−1)k(k+1)/2 Sign det B, where Bij = ni is given by the i-th-coordinate of nHi Aj x0 , for i, j ≤ k. The integer dHi = dH ((−1) − 1)/2, where nHi is the number of negative eigenvalues of Df⊥Hi (x0 ) and dH˜ i is completely determined by dH and dHj . Furthermore, ¯ = [F
]⊥ + i⊥ (Df⊥ (x0 )X)



ηi ni (Ki )[FKi ]⊥ +

n−k 

nj (Kj )[F∩Kj ]⊥ ,

s=2

where Ki are the irreducible representations of H in (V H )⊥ , i.e., H /Ki ∼ = S 1 and Df⊥ (x0 ), which is block-diagonal on these representations, has a complex Morse number n(Ki ). In the second sum one has the product ηj n(Ki1 ) . . . n(Kis ) with dim H /Ki1 ∩ · · · ∩ Kis = s and ηj = (−1)s(s−1)/2 Sign det Bj , where Bj corresponds to the action of
on s variables, defining the generator FKj . For the first sum ηi = Sign Bi . Finally, [FHi ]⊥ [FKj ]⊥ = [FHi ∩Kj ]⊥ . If one takes normalized generators FH∗ i , FK∗j then η = (−1)k(k+1)/2 and ηj = (−1)s(s−1)/2 . Since the proof is involved, we shall break it up in several remarks and lemmas together with some illustrative examples. Remark 3.1. (a) The generators FH , FHi , FKi are those of Theorem 6.1 in Chapter 3 such that if K < H and
dim
/K = s ≥ k, with A1 x, . . . , As x linearly independent in V K , then FK (x) + s1 λj Aj x has index 1 in the fundamental cell and degree, with respect to Rs × Bs , equal to |K0 /K|, where K0 ≤ H0 corresponds to the isotropy of s variables such that dim
/K0 = s. Thus, if s = k, one has K0 = H0 . The generator FK has an orientation factor ε designed to compensate the sign of the determinant of the matrix given by A1 , . . . , As on those s coordinates. If one uses the normalized generators FK∗ , of Proposition 6.2 in Chapter 3, then the terms Sign det Bj are not present.

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4 Equivariant Degree and Applications

(b) In the product, f H (xH ) is
-orthogonal but Df⊥ (x0 )X¯ is H -orthogonal ¯ has to be interpreted as the sum in the formula. only. The term i⊥ (Df⊥ (x0 )X) ¯ where 9 We shall prove that f (x) is
-orthogonally deformable to (f H (xH ), 9X) has the same numbers as Df⊥ (x0 ). Also, strictly speaking, we should have
 Morse written ηj nj [FK j ]⊥ for each irreducible representation of
on (V H )⊥ , where ηj = Sign Bj , where Bj is the non-zero coefficient of the action of T n on a variable in that representation and FK j is the associated generator, with 9 having nj terms with −1 on variables with the same action of
. Now, when one takes the product with the same i ∩ K, subgroup of H , the sum  Hi ∩ Kj = H

 [F Hi ]⊥ , one obtains, for
ηj nj [FHi ∩Kj ]⊥ = ηHi ∩K nj [FHi ∩K ]⊥ , with nj = n(K) and ηHi ∩K = 1 if one has chosen normalized generators. In this context it is important to recall that one has to assimilate complex conjugate representations of H , since, as seen in Remark 5.3 of Chapter 1, they are the same real representations. Thus, if H acts as einϕ on ¯ it may happen X = (x1 , . . . , xs ) and as e−inϕ on Y = (y1 , . . . , yl ), coordinates of X, that Df⊥ (x0 ) has a block-diagonal form on (X, Y ), with complex Morse numbers nX and nY . Then the nK of the theorem is nX + nY . Note also that if the complex self-adjoint matrix A = A + iB

has an eigenvector X + iY , with real eigenvalue A −B λ, then the real matrix has eigenvectors (X, Y ) and (−Y, X), i.e., the real B A Morse number is twice the complex Morse number (see Lemma 7.2 of Chapter 1). (c) The numbers dH˜ i are given in terms of dH and dHj , as in the proof of Theorem 2.3. If H acts on V K ∩ (V H )⊥ as Zm , m ≥ 3, then the algebraic multiplicity of any real eigenvalue is even: See Remark 2.2. Lemma 3.1. i⊥ (f H (xH )) is given by the formula of Theorem 3.1. Proof. As seen above one has 

[F H ]⊥ =

dj [Fj ]⊥ ,

H ≤Hj ≤H

where iHi = Index((f +

k 

λl Al x)H i ; (0, x0 )) =



dj |H /Hj |.

Hi ≤Hj ≤H

1


Now, (0, x0 ) is H -hyperbolic for the map I − F ≡ f (x) + k1 λl Al x, since its linearization with respect to x at (0, x0 ) is Df (x0 ) with a k-dimensional kernel, while its linearization with respect to λ is the matrix A with columns given by Al x0 which are linearly independent and orthogonal to Range Df (x0 ): see Definition 2.2. Hence, from Theorem 2.4, one has 

iH = η(−1)nH ,

iK = iH (−1)nK ,

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-Index for an orthogonal map

249

for H ≤ K ≤ H and nH is the number of eigenvalues of FxH (0, x0 ) = I − Df H (x0 ) which are larger than or equal to 1, that is the number of non-positive eigenvalues of Df H (x0 ), while nK corresponds to eigenvalues of Fx⊥K = I −Df⊥K (x0 ), and η = ±1 is an orientation factor which depends on the matrix A. According to Theorem 2.4, one has η = (−1)k(k+1)/2 Sign det 9 Sign det B, where 9 is given in Lemma 2.3, as the projection of Fλ on ker(I − Fx )T . Here, since the algebraic multiplicity of 0 as eigenvalue of D is k, one has ker(I − Fx )T = ker D, generated by A1 x0 , . . . , Ak x0 . Furthermore, Fλj = −Aj x0 , thus, 9 = −I . Then, Sign det 9 = (−1)k and, since nH = nH + k, one has iH = (−1)k(k+1)/2 Sign det B(−1)nH . Thus, Corollary 2.2 gives the result.



Before computing dK for K with dim H /K > 0, let us look at some examples. Example 3.1. Let Z2 act on y as antipodal map and S 1 act on z as eiϕ . Then, the map f (y, z) = (−y, (|z|2 − 1)z) is
-orthogonal with respect to
= Z2 × S 1 . One has the isolated zero-orbit, y = 0, |z| = 1 with H = Z2 and K = {e}. Furthermore,   −1 0 0 Df (y = 0, z = 1) =  0 2 0 0 0 0

2 0 with corresponding to Df H (0, 1). Hence, nH = 0, k = 1 and B = 1. 0 0 Thus, iH = −1 and iK = 1, which coincides with the index of the map (λ, x) → (|x|2 − 1)x + iλx. Note that f = ∇/, with /(y, z) = −y 2 /2 + (|z|2 /2 − 1)|z|2 /2. Example 3.2. Let
= S 1 act on (z1 , z2 ) by (eiϕ z1 , e2iϕ z2 ) and let f (z) = f0 (z) − λ(z)Az, with f0 (z) = (z2 z¯ 1 , (|z2 |2 − 1)z2 ), Az = (iz1 , 2iz2 ) and λ(z) = f0 (z) · Az/|Az|2 . Recall, from Definition 7.1 of Chapter 1, that the scalar product is the real scalar product, i.e., if f = a + ib and g = c + id, then f · g = ac + bd = Re(f g). ¯ Hence, λ(z) is real and λ(z) = i(¯z2 z12 − z2 z¯ 12 )/(|z1 |2 + 4|z2 |2 ). Clearly f (z) is
-orthogonal and the zeros of f (z) are (z 1 , 0) and

(0, |z2 | = 1). 2 0 H . It is then easy This second set is an isolated orbit for which Df (0, 1) = 0 0 to compute the index of f (z) + λAz at λ = 0, z1 = 0, z2 = 1, for z2 in R+ , by deforming λ(z) to 0, getting iH = −1 and iK = 1 with H = Z 2 and K = {e}. Here, 1 0 corresponding to z¯ 1 . k = 1, B = 2, nH = 0 and nK = 1 since Df⊥ (0, 1) = 0 −1

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4 Equivariant Degree and Applications

Example 3.3. If f is in normal form, then f ⊥ (xH , x⊥ ) = x⊥ for |x⊥ | < ε, then Df ⊥ (x0 , 0) = Id and iK = iH for any K < H . In this case dH = iH and dK = 0 for H ≤ K < H . By choosing  contained in the set where |x⊥ | < ε, one has that f ⊥ acts as a suspension and Index⊥ (f ; x0 ) = dH [FH ]⊥ . We may now go on to the next step of the proof of Theorem 3.1. ¯ Lemma 3.2. In , the map f (x) is
-orthogonally deformable to (f H (xH ), 9X), where 9 is the diagonalization of Df⊥ (x0 )|(V H )⊥ , hence with the same Morse number. Proof. Recall that one may reparametrize the torus T n in
in such a way that H corresponds to ψ1 = · · · = ψk ≡ 0, [2π ], and that ψk+1 , . . . , ψn act trivially on V H : see Lemma 2.4 and Remark 2.1 in Chapter 1. Take then the orthonormal A˜j (x) constructed in Theorem 7.1 of Chapter 1, starting the orthogonalization process from j = n, i.e., in reverse order. Then, for j > k, one has Aj xH = 0 and A˜j (x) is in (V H )⊥ and orthogonal to Dx⊥ f⊥ (xH )x⊥ since this matrix is H -orthogonal: the infinitesimal generators for the action of H are the derivatives with respect to ψk+1 , . . . , ψn . For j = 1, . . . , k define λj (x) = Dx⊥ f⊥ (xH )x⊥ · A˜j (x), and define, as in Theorem 7.1 of Chapter 1, the
-equivariant map f˜⊥ (x) = Dx⊥ f⊥ (xH )x⊥ −

k 

λj (x)A˜j (x).

1

The
-equivariance follows from Property 3.3 of Chapter 1 and the fact that xH is left as a variable. Furthermore, f˜⊥ (x) is
-orthogonal. From Lemma 7.5 of Chapter 1, one has, for j ≤ k, that A˜j (x) = A˜j (xH ) + O(x⊥ ) and, since A˜j (xH ) is in V H , while the matrix Dx⊥ f⊥ (xH ) maps into (V H )⊥ , one has that λj (x) = 0(|x⊥ |2 ). Consider then the
-orthogonal homotopy (f H (xH , τ x⊥ ), τf⊥ (xH , τ x⊥ )) + (1 − τ 2 )f˜⊥ (x), on the tubular neighborhood of the orbit
x0 , which may be taken of the form  = {(xH , x⊥ ) : dist(xH ,
x0 ) < η, |x⊥ | < ε}. Since the homotopy reduces, for x⊥ = 0, to (f H (xH , 0), 0) which is non-zero on the boundary of  (since
x0 is isolated), one may choose ε so small that the second component is non-zero for |x⊥ | = ε: in fact, by linearizing τf⊥ (xH , τ x⊥ ), one has the approximation Dx⊥ f⊥ (xH )x⊥ + τ 2 o(x⊥ ) + (1 − τ 2 )0(|x⊥ |3 ) and since Dx⊥ f⊥ (
x0 ) is invertible, one may choose η so small that Dx⊥ f⊥ (xH ) is invertible in . ¯ H )), where B¯ is complex selfNow, Dx⊥ f⊥ (xH ) has the form diag(B(xH ), B(x adjoint and has a block diagonal structure on the equivalent irreducible representations ¯ H ) is similar to a diagonal real matrix 9(xH ) with a wellof H . On each block, B(x ¯ H ) is invertible there. defined Morse index nK which is constant in H , since B(x ¯ H ) then, from Property 3.3 of Chapter 1, Furthermore, if v is an eigenvector of B(x ¯ xH )γ = γ B(xH ) B(γ

4.3
-Index for an orthogonal map

251

¯ H) = ¯ xH ) with the same eigenvalue. Hence, if B(x and γ v is an eigenvector of B(γ ∗ ∗ U (xH ) 9(xH )U (xH ), with U unitary, then U (γ xH ) = γ U (xH )γ , 9(γ xH ) = ¯ xH ) since 9 and γ are diagonal, hence γ 9(xH )γ ∗ = 9(xH ) will diagonalize B(γ ¯ 0 ) are commute. Note that U (xH ) is continuous in xH if the eigenvalues of B(x simple. In general, for xH close to x0 and in CH , the fundamental cell for H , define U˜ (xH ) = U (x0 ) and U˜ (γ xH ) = γ U (x0 )γ ∗ (γ xH is not in CH by construction). ¯ H )U˜ (xH ), and 9(γ ˜ H ) = U˜ ∗ (xH )B(x ˜ xH ) = γ 9(x ˜ H )γ ∗ . Then, 9(γ ˜ xH ) Let 9(x is close to 9(x0 ), for xH close to x0 , but not necessarily diagonal. Now, the space of unitary complex matrices is path-connected, hence one may choose a path Uτ (x0 ) ¯ H ) to 9(x ˜ H ), which from U (x0 ) to I , hence a path from U˜ (γ xH ) to I and from B(x is linearly deformable to 9(x0 ) ≡ 9. By modifying λj (x) along the deformations, one obtains an equivariant
-orthogonal homotopy to ¯ − (f H (xH ), B(xH )X, 9X)

k 

λ˜ j (x)A˜j (x),

1

¯ Now, since 9 is real and diagonal, it is orthogonal where x⊥ is written as X + X. to Aj x for all j and to the corresponding components of A˜j (x), hence λ˜ j (x) = B(xH )X · A˜j (x). Since 9X¯ · A˜j (x) = 0, one may deform X¯ to 0 in λj (x)A˜j (x) and still get a
-orthogonal homotopy. Hence, one has arrived at the map ¯ − (f H (xH ), B(xH )X, 9X)

k 

λ˜ j (xH )A˜j (xH ).

1

Since A˜j (xH ) are in V H , by letting X¯ = 0, one has a
-orthogonal homotopy of the last map restricted to V H to f H (xH ), that is a
-orthogonal homotopy of f (x) ¯ Note that, if one had linearized f at xH , instead of xH , then the to (f H (xH ), 9X). matrix DfX¯ (xH ) would be H -equivariant and would give larger blocks, however the final result would be the same.  ¯ is a product, Theorem 3.1 will be essentially proved once Since (f H (xH ), 9X) the orthogonal index of 9X¯ at 0 is computed. Lemma 3.3. The orthogonal index of 9X¯ at 0 is given by ¯ = [F
]⊥ + i⊥ (9X)



ηj nj [FKj ]⊥ +

 s>1

ηj

s  i=1

 nji [FKj1 ∩···∩Kjs ]⊥ ,

¯ nj is where the first sum is over all Kj isotropy subgroups of the coordinates of X, the number of these coordinates for which 9 is negative and the second sum is over those Kj = Kj1 ∩ · · · ∩ Kjs , intersection of s of the previous isotropy subgroups for which dim
/Kj = s. The orientation factor ηj is (−1)s(s−1)/2 Sign det Bj , where Bj corresponds to the invertible matrix of the action of
on these s coordinates.

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4 Equivariant Degree and Applications

Proof. It is clear that 9 may be deformed to blocks of the form (−I, I ), where one deforms linearly each eigenvalue to −1 or 1 according to its sign. The I -part acts as a suspension and does not affect the degree while, on a ball of the form {z1 , . . . , zs : |zj | < 2}, one may change any −zj to (1−|zj |2 )zj and one gets the sum of the degrees on sets of the form {z1 , . . . , zl : |zj | < 21 ; zl+1 , . . . , : 21 < |zl+j | < 2}. For |zj | < 1/2, one may deform back to zj and obtain a suspension. Hence, one is reduced to compute ˜ ≡ {z1 , . . . , zl : 1/2 < |zj | < 2} of the the orthogonal degree on sets of the form  2 map (. . . , (1 − |zj | )zj , . . . ). Let Hj be the isotropy subgroup of zj (by construction l
/Hj ∼ = S 1 ) and let K = 1 Hj with dim
/K = s and let K0 be the intersection of s of the Hj such that dim
/K0 = s, say the first s variables. Then, from Proposition 6.1 ˜ is given by in Chapter 3, the orthogonal degree with respect to   dj [Fj ]⊥ , [F ]⊥ = K
where, since K = K, the dj are given by the relations s    i ˜K deg [((1−|z1 |2 )z1 , . . . , (1−|zl |2 )zl )+ λk Ak z]Ki ;  = s 1



dj |K0 /Kj |,

Ki
i ˜K as a map defined on {λ1 , . . . , λs , z1 > 0, . . . , zs > 0, z ∈  s } and where A1 z, . . . , ˜ all zj are non-zero, it As z are the s linearly independent vector fields. Since on  follows that the degree on the left is 0, except for Ki = K. For K, since A1 z, . . . , As z, restricted to V K0 , are linearly independent, one may deform Ak zj to 0, for j > s, if of course s < l. In this case one may add iτ zl to ˜ Hence, if s < l, all dj are 0. (1 − |zl |2 )zl , giving a non-zero map in . The only case left is when s = l, K = K0 , where one has to compare the indices of the following two maps

s     |zi |, {εj (|zj |2 − 1)zj }js =1 + λk Ak z FK0 (λ, z) = 2t + 1 − 2 1 s    λk Ak z, F (λ, z) = 2t + 2ϕ(z) − 1, {(1 − |zj |2 )zj }js =1 + 1

where ε1 = · · · = εs−1 = 1 and εs is chosen in such a way that the index of FK0 |Bs at λj = 0, zj = 1 and t = 1/2 is 1: see Theorem 6.1 of Chapter 3. On the other hand, ϕ(z) is 1 if one of the zj has norm less that 1/4 and is 0 if all zj have norm larger than 1/2. For zj all real and positive, one may easily deform the first map to    j 2t − 1, εj (zj − 1) + i λk nk

4.3
-Index for an orthogonal map

253

and the second map is deformed to    j λk nk . 2t − 1, 1 − zj + i The degree of the first map is εs (−1)s(s+1)/2 Sign det Bs = 1 (determining εs ), while the degree of the second map is (−1)s (−1)s(s+1)/2 Sign det Bs = (−1)s εs (here Bs is j the s × s matrix given by nk of the action of
on z1 , . . . , zs ). Thus, dK0 = (−1)s εs and [F ]⊥ = dK0 [FK0 ]⊥ . When s = 0, the only contribution is from the set where all z’s are small, giving the ¯ While, for s = 1, i.e., with only one zj , we may collect generator F
= (2t − 1, X). all sets giving the same FKj , i.e., with the same action of
, giving a total contribution j

of −nj εj , where εj = − Sign n1 (if A1 zj  = 0) and nj is the number of sets, i.e., of coordinates with the same Kj and where 9 is −1. In terms of the normalized generators of Proposition 6.2 of Chapter 3, one has [F ]⊥ = dK0 Sign det Bs [FK∗ 0 ]⊥ , i.e., [F ]⊥ = (−1)s(s−1)/2 [FK∗ 0 ]⊥ . In particular, for coordinates with the same action of
, one obtains the sum of the contributions. Furthermore, as seen in Proposition 6.3 of Chapter 3, on conjugate representations one has the same normalized generator. For s > 1, one has to collect all sets with exactly s coordinates (s = l) and the same isotropy Kj = Kj1 ∩ · · · ∩ Kjs with dim
/Kj = s. Since dim
/Kji = 1 one cannot have two coordinates with the same isotropy and, if Kj is as above, one will have nj1 . . . njs sets with the same contribution. Note that here s ≤ n.  Proof of Theorem 3.1. It is enough to use the formula for the product given in Proposition 7.7 of Chapter 3. Here, H˜ 10 = H0 and H˜ 20 = H2 = Kj or Kj1 ∩ · · · ∩ Kjs . Since Aj x = 0 for j > k and x in V H , the condition dim(
/(Hi ∩ Kj )) = k + s implies that one has to take into account only those Kj ’s for which there are s among Aj +1 x, . . . , An x which are linearly independent on the s coordinates of (V H )⊥ . By construction of V H this is clearly true for s = 1 and any coordinate of (V H )⊥ . Furthermore, if x1 , . . . , xk are the coordinates of V H0 , defining the matrix B, and if x1 , . . . , xs are the coordinates of (V H )⊥ defining Bj , with the vectors Aj +1 x, . . . , A j +s x (for

B 0 instance), then on the union of those k + s coordinates one has the matrix . C Bj Since B and Bj may be deformed to diag(ε, I ) and diag(Ij , I ), the above matrix has a determinant with sign equal to ε εj . Now, |H0 /Hi | = kl in the decomposition of
/Hi on coordinates of V Hi . Then, for |H0 ∩ Kj /Hi ∩ Kj |, one has the same product, by ordering the coordinates of V Hi ∩Kj by taking first (x1 , . . . , xk ), then the rest of V Hi , then (x1 , . . . , xs ) and finally any other coordinate. One will get the decomposition
/Hi ∩ Kj = (
/H0 )(H0 /Hi )(Hi /Hi ∩ Kj ).

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4 Equivariant Degree and Applications

Since Aj +1 x, . . . , Aj +s x are linearly independent on (x1 , . . . , xs ), one has that the kl ’s for these s variables are ∞ and kl = 1 for any other coordinate in the tail. Thus, [FHi ]⊥ [FKj ]⊥ = [FHi ∩Kj ]⊥ . Furthermore, from the above argument for εεj , this equality is also true for normalized generators. Note that one may have several Kj ’s giving the same Hi ∩ Kj and their contributions have to be summed according to Propositions 6.2 and 6.3 of Chapter 3, with a direct sum if one takes normalized generators. In particular, since Hi < H , the Kj ’s coming from
equivalent H -representations in (V H )⊥ give the nj = n(K), the Morse number of Df⊥ (x0 ) on same Hi ∩ Kj = Hi ∩ K, with H )⊥ ∩ V K . For K = K ∩ · · · ∩ K , the count of the sets of Lemma 3.3 gives (V j j js 1

s n(K ) sets.  j i i=1 Remark 3.2. Another way to prove Theorem 3.1 is the following: since one has Al xH = 0 for l > k, consider the map f˜(λ1 , . . . , λk , x) = f (x) +

k 

λl Al xH ,

1

on Rk × k , i.e., with x1 , . . . , xk real and positive. It is clear that f˜ is H -equivariant (in fact it is H0 -equivariant) and, since the projection of f˜ on (V H )⊥ is that of f with ϕ1 = · · · = ϕk = 0 for H , the map f˜ is in fact H -orthogonal. As in Lemma 3.2, one may prove that f˜ is H -orthogonally homotopic to 

f H (xH ) +

k 

 λl Al xH , B1 (xH )X1 , . . . , Bm (xH )Xm ,

1

where Bj are the blocks of Df⊥ on (V H )⊥ . In fact, in this case one does not need to orthogonalize the linearization. As before, each block may be deformed to diag(−Ij , I ), where Ij has the dimension of the Morse number of Bj (x0 ). One may replace −Ij Xj by terms of the form (1 − |zj |2 )zj , as in Lemma 3.3, and compute the sum of the H -orthogonal degrees on the different sets, arriving at  Index⊥H (f˜; (0, 0)) = dj [Fj ]⊥H , where the dj are given by the same formula as the dj ’s: in fact, for f˜H , the formula of Proposition 6.1 of Chapter 3 gives this result. However, the problem is to show that the homotopy of
H -orthogonal maps lifts to a homotopy of
-orthogonal maps and that Fj = Fj + k1 λl Al xH : see Remark 3.2 of Chapter 3 and the proof of Theorem 3.4 in that Chapter. This operation may be done but it is delicate: it requires to prove a different version of Lemma 1.1 in Chapter 3 and to examine carefully the generators. We leave this task to the reader.

4.3
-Index for an orthogonal map

255

Let us consider a particular case of Theorem 3.1, that of a
-orthogonal linear map, which is useful for bifurcation. Corollary 3.1. Assume that B is an invertible
-orthogonal matrix. Hence, B = diag(B
, BiR , Bl , Bj ), where BiR stands for B restricted on a set of real coordinates, each with the same isotropy Hi with |
/Hi | = 2, while Bl stands for B on coordinates with action of
as Zm , m ≥ 3, and Bj = Bj∗ stands for B on complex coordinates with the same isotropy Kj with dim
/Kj = 1. Let σ0 = Sign det B
, σi = Sign det BiR and nj be the complex Morse number of Bj . Then  
((−1)σi −1) i⊥ (Bx) = (−1)σ0 [F
∗ ]⊥ +
/Hi ∼ [FH∗ i ]⊥ + · · · =Z2 2  
∗] + ··· , n [F × [F
∗ ]⊥ +
/Kj ∼ 1 =S j kj ⊥ where the unspecified terms are completely determined by σ0 , σi , nj and are given in Theorem 3.1. Proof. Here, k = 0, s = 1 and since we have chosen the normalized generators, there are no more signs to take into account.  Example 3.4 (Bifurcation). Assume that one has a family f (λ, x) of
-orthogonal C 1 maps, with f (λ, 0) = 0, λ ∈ R, x ∈ V . As seen in Lemma 7.2 of Chapter 1, if one writes f (λ, x) = B(λ)x + R(λ, x), where B(λ) = Df (λ, 0), then B(λ)x and R(λ, x) are
-orthogonal and B(λ) has the structure given in Corollary 3.1. Assume B(λ) is invertible for λ  = 0 in a neighborhood of 0, then, as seen in Theorem 5.2 of Chapter 2, deg⊥ (|x| − ε, f (λ, x); B2ρ × B2ε ) is well defined, where B2ρ = {λ : |λ| < 2ρ} and B2ε = {x : |x| < 2ε}. Furthermore, one may deform linearly R to 0 (this is an orthogonal deformation). Then deg⊥ ((|x| − ε, B(λ)x); B2ρ × B2ε ) = deg⊥ ((ρ 2 − |λ|2 , B(λ)x); B2ρ × B2ε ) will give the standard results on local and global bifurcation. For the case of one parameter, the above degree is Index⊥ (B(−ρ)x) − Index⊥ (B(ρ)x), see Corollary 5.1 in Chapter 2. Hence, one has to compare the orthogonal indices at 0 of B(±ρ)x given in Corollary 3.1. Proposition 3.1. Let f (λ, x) be C 1 -orthogonal, with f (λ, 0) = 0 and Df (λ, 0) invertible for λ = 0 small. Let σ0 (λ) = Sign det Df
(λ, 0),

σi (λ) = Sign det Df⊥Hi (λ, 0),

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4 Equivariant Degree and Applications

Kj for Hi such that
/Hi ∼ = Z2 , and nj (λ) be the complex Morse number of Df⊥ (λ, 0) for Kj isotropy of a coordinate such that
/Kj ∼ = S 1 . Then one has global bifurcation, i.e., there is a continuum of non-trivial solutions emanating from (0, 0) which is either unbounded or returns to (λ, 0) with λ  = 0:

• in V
, if σ0 (λ) changes sign, or • in V Hi if σi (λ) changes sign, or • in V Kj , if nj (λ) changes. Furthermore, if the continuum is bounded and the bifurcation points on it are isolated, then the sum of the jumps of the orthogonal indices is 0. Finally, if σ0 (λ), σi (λ) ˜ and nj (λ) don’t change, then there is an orthogonal nonlinearity R(λ, x) such that ˜ Df (λ, 0)x + R(λ, x) is zero only at x = 0. Proof. The first part is a direct consequence of Theorem 5.2 in Chapter 2. For the last ˜ we refer to [I.V. 3, Theorem 5.2]. part, the construction of R,  Remark 3.3. (a) The case of more parameters is treated in [I] and [IV3]. In that case the real and complex Bott periodicity theorems play a major role. (b) If f (λ, x) = ∇ϕ(λ, x), then the change in the Morse number is sufficient to guarantee local bifurcation, even in the non-equivariant case. However one does not get a continuum. See the bibliographical remarks at the end of this chapter. K

(c) If B⊥j (λ) = λB, then nj changes provided B has a non-zero signature, for example if B = I . (d) For the correct application of Proposition 3.1 it is important to assimilate complex conjugate representations (they are the same as real representations) as the following example shows: Let S 1 act on C2 as (eiϕ z1 , e−iϕ z2 ). Consider the orthogonal
-map f (λ, z) = (λz1 + t z¯ 2 , −λz2 + t z¯ 1 ), ¯ = 0. with t = |z1 |2 +|z2 |2 . Since Az = i(z1 , −z2 ), one has f (λ, z)·Az = Re(f, Az) Taking of the second component, one has that f (λ, z) = 0 if and only the conjugate

λ t z1 = 0, i.e., the map has no zeros except z1 = z2 = 0, that is there if z¯ 2 t −λ is no bifurcation. When λ goes through 0, the Morse number for z1 goes from 1 to 0 and that for z2 goes from 0 to 1, but their sum remains constant. Example 3.5 (Periodic solutions of Hamiltonian systems). As an illustration of the preceding results, we shall consider the problem of finding 2π -periodic solutions of Hamiltonian systems of first and second order. For first order systems, one looks at f (X) = J X + ∇H (X) = 0,

4.3
-Index for an orthogonal map

257

where X = (Y, Z) is in R2N , J is the standard symplectic matrix and H is C 2 . Note that by rescaling time, there is no loss of generality when one looks for 2π -periodic solutions instead of a fixed period T . Assume that the abelian group
0 acts symplectically on R2N , i.e., it commutes with J or, if X = (Y, Z), with Y and Z in RN , then the action on Y and Z is the same. Assume also that H is
0 -invariant and autonomous. Then, if
= S 1 ×
0 acts on spaces of 2π -periodic functions with values in R2N and S 1 acts by time translation, we have seen, in Proposition 9.1 of Chapter 1, that f (X) is
-orthogonal with respect to the L2 (S 1 ) scalar product. Here the infinitesimal generators for
will be AX ≡ X for the action of S 1 and Aj X, j = 1, . . . , n = Rank
0 . For the second order Hamiltonian equation E(X) ≡ −X  + ∇V (X) = 0, for X in RN and a C 2 potential V which is
0 -invariant, one has that E(X) is
orthogonal with respect to the L2 (S 1 ) scalar product (Proposition 9.2 in Chapter 1), with infinitesimal generators AX ≡ X  , Aj X, j = 1, . . . , n. In order to apply the orthogonal degree, we shall assume that there is an open ˜ of R2N (or RN ) invariant under
0 such that any 2π -periodic bounded subset  ˜ at any time. Then, as in Remark 2.3, one defines solution cannot touch ∂  ˜  = {X ∈ W : &X&W < R, X(t) ∈ }, where W = H 1 (S 1 ) in the first case and H 2 (S 1 ) for the second order system, and R ˜ has &X&W < R/2, since ∇H and is chosen so large that any periodic solution in  ˜ ∇V are bounded on  and X(t) is continuous (or C 1 ) in W . However, the orthogonal degree has been defined here only for finite dimensional spaces and the extension to infinite dimensional spaces requires either modifying the equations and/or working with intermediate spaces like H 1/2 (S 1 ), and many technical difficulties: for instance the operator AX is a Fredholm operator only from H 1 into L2 . Furthermore, the compactness assumptions which we have used in order to define the
-degree in infinite dimensions imply that almost all the components of the degree should be 0: this is a result of the suspension isomorphism. However, if one takes ∇H (X) = BX for a constant matrix B, then the complex Morse index of inJ + B is N for large n. Then, one could look at differences of degrees or differences with respect to a fixed reference map like J X . However, it is simpler to use the fact that one has a large ball in W and, as in Remark 9.2 of Chapter 1, decompose W , writing any X as X1 ⊕ X2 , where X1 = P X corresponds to modes n, with |n| ≤ N1 and X2 to the others. Then, solving for X2 as a function of X1 , by the global implicit theorem, one is lead to the study of the reduced equation J X1 + P ∇H (X1 + X2 (X1 )) = 0, which is
-orthogonal and inherits the gradient structure, for X1 in the finite dimensional space P W . One may then study deg⊥ (Pf (X1 + X2 (X1 ); P ). Of course

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the price one has to pay is that it will be necessary to see how the spectrum of the linearization depends on N1 . Assume then that
X0 is an isolated solution of the Hamiltonian system f (X), i.e., an orbit of dimension k with ker Df (X0 ) of dimension k and generated by X0 (t), Aj X0 (t) with exactly k of them linearly independent. Let H be the isotropy of X0 . One will be able to apply Theorem 3.1 provided one identifies H and one computes nH , nHi and n(Ki ) for the reduced equation and for all N1 ’s large enough. Remark 3.4. The hyperbolic condition on Df (X0 ) prevents it to commute with J , unless k = 0. In fact, if this would be the case, then if V belongs to ker Df (X0 ) so does J V which has thus to be a real combination of X0 and Aj X0 . But, from Proposition 9.1 of Chapter 1, J X0 is
-orthogonal with respect to the product, i.e., it is orthogonal to X0 and Aj X0 . This is possible only if X0
is constant. In that case, the relation J A1 X0 = jk=1 λj Aj X0 , with X0 = (Y0 , Z0 ) leads, for a pair of coordinates (yi , zi ), with the same action of
0 , to L2 -scalar

−ni1 zi

=

k  l

ni1 yi =

k 

 λj nji yi  λj nji zi .

1


Thus, either yi = zi = 0 or ni1 and kl λj nji = 0. Then, if k > 0, X0 is non zero and one arrives at a contradiction. Note that one may have pieces of Df (X0 ) which commute with J . Now, we have seen in §9 of Chapter 1 that X0 may be of three different types: a time stationary solution, a rotating wave or a truly time periodic solution. (a) Stationary solution. If X0 is time stationary, then H = S 1 × H0 , with H0 <
0 such that dim
0 /H0 = k and H = S 1 × T n−k . Thus, V H is contained in R2N , R , B C , B C ), the space of constant functions, B ≡ Df (X0 ) has the form diag(B H , Bm s l where, on each Bm the group H acts as Z2 , on the complex Bl as Zp , p ≥ 3, and on the complex Bs as S 1 . Since B = D 2 H (X0 ), each of these matrices is selfadjoint. Furthermore, Bs is complex self-adjoint and H -orthogonal. Note that since J commutes with
0 , J has also a diagonal structure diag(JH , Jm , Jl , Js ), each piece coupling a pair of coordinates. The hyperbolicity condition means that ker B H has dimension k, that Bm , Bl and Bs are all invertible and that, for n  = 0, in J + B is invertible. One has the following result. Proposition 3.2. For a stationary hyperbolic orbit, the orthogonal index is given by (a) dH = η(−1)nH , with nH the Morse number of B H and η = (−1)k(k+1)/2 ; (b) dHj = dH ((−1)nj − 1)/2, with (−1)nj = Sign det BjR ;

4.3
-Index for an orthogonal map

259

R , B C or B C , (c) the Morse index of inJ + B˜ where B˜ is any of the matrices B H , Bm s l for the mode n > 0 and the decomposition of C2N (induced by that of R2N ) into irreducible representations of H ;

(d) the Morse index of BsC . Proof. As seen above, the index we have to compute is that of the projection on the modes n with |n| ≤ N1 for N1 large enough, that is (inJ + B)Xn + gn (X1 + X 2 (X1 )) = 0, where X1 corresponds to these modes. As in Theorem 3.1, one has to look at the index H of B H X0 + g0 (XH ) and that of (inJ + B)Xn for n  = 0. Now, if X = XH in V H , since in J + B are all invertible for n  = 0, one has X 2 (XH ) = 0. This gives (a) and (b). The rest of the proof comes from Corollary 3.1.  Remark 3.5. (a) Since B = D 2 H (X0 ) = B T is a real self-adjoint matrix and in J +B is complex self-adjoint, this last matrix has real spectrum. Furthermore, if X is an ˜ with eigenvalue λ, then X¯ is an eigenvector of −inJ +B˜ eigenvector in C2N of inJ +B, with the same eigenvalue λ. Hence, the Morse index of in J + B˜ is equal to the Morse ˜ Since one has to assimilate conjugate representations, the Morse index of −inJ + B. ˜ For BsC , index of Corollary 3.1, is, for n  = 0, twice the Morse index of inJ + B. which has a complex structure and is complex self-adjoint, its complex Morse index is half its real Morse index, as seen in Remark 3.1. (b). (b) If one has a family of Hamiltonians f (λ, X), with f (λ, X0 ) = 0 for some stationary X0 , which is hyperbolic for λ1 and λ2 , then, if any of the above numbers change, one has a global bifurcation in the interval from λ1 to λ2 . This bifurcation will take place in V K , where K < H is any of the isotropy subgroups for which dK has changed and V K is characterized in Lemmas 9.4–9.6 in Chapter 1. In particular, if there is no bifurcation in V H , then one has a bifurcation from a k-torus
X0 to a (k + 1)-torus, either stationary if the Morse index of BsC has changed, or, if there is no bifurcation of stationary solutions, to a time-periodic solution, i.e., a pulsating k-torus. (c) If J commutes with BjR , then nj is even and dHj = 0. More generally, ˜ then one may decompose the space into two-dimensional if J commutes with B, subspaces, invariant under J, Xk , J Xk  corresponding to the eigenvalue λk of B˜ with two eigenvectors, orthogonal between them. The eigenvalues of in J + B˜ on this subspace are λk ± n and the Morse number of in J + B˜ is (a(n) + a(−n))/2, where a(n) is the number of eigenvalues of B˜ which are less that n: recall that, since B = D 2 H (X0 ) = B T , the spectrum of B is real and that a(n) is even. In particular, if n is very large (larger that &B&), then a(n) = 2N and a(−n) = 0. (d) For the system −X +∇V (X) = 0, with B = D 2 V (X0 ), then the Morse index of n2 I + B˜ is a(−n2 ), the number of eigenvalues of B˜ which are less that −n2 . Part

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(a) of these remarks apply here. Note that, for the system X = −Y, Y  = ∇V (X), then J commutes with D 2 (V (X) + &Y &2 /2) only if B = I . (b) Reduction to the stationary case. Assume that X0 is a rotating wave, i.e., that X0 is a linear combination of the Aj X0 ’s. Then, we have seen in Case 9.2 of Chapter 1 that there is a moving coordinates change of variables A(t) such that Y (t) = A(t)X(t) satisfies the equivalent systems J Y  − J A (0)Y + ∇H (Y ) = 0, −Y  − A (0)2 Y + 2A (0)Y  + ∇V (Y ) = 0, which are
-orthogonal and Y0 (t) = A(t)X0 (t) is constant in time, i.e., one has frozen the rotating wave. See Remark 9.3 of Chapter 1 for the form of A(t). Then, if B = D 2 H (Y0 ), respectively D 2 V (Y0 ), with ∇H (Y0 ) = J A (0)Y0 , respectively ∇V (Y0 ) = A (0)2 Y0 , one has to look at the Morse numbers of ˜ n2 I + 2inA (0) − A (0)2 + B, ˜ inJ − J A (0) + B, respectively, where B˜ is one of the pieces of B due to the action of
0 . (c) Truly periodic solutions. Assume that X0 is a (2π/p)-periodic hyperbolic solution of any of the above Hamiltonian systems, with isotropy H and dim
/H = k, such that X0 , A1 X0 , . . . , Ak−1 X0 are linearly independent. One has that H = Zp ×H0 , the torus part of H is H = H 0 , V H = {X(t) ∈ V0 = (RN )H 0 }. Furthermore, according to Lemmas 9.4–9.6 of Chapter 1, one has V H = {X(t) ∈ V0H0 , (2π/p)-periodic, X(t) = γ0 X(t + 2π/q))}, q

where γ0 0 is in H0 and q = pq0 . See Example 2.11. Also, for each Kj , with H /Kj ∼ = Z2 , one has a subgroup K0j of H0 such that K q ∼ H0 /K0j = Z2 or H0 = K0j with Vj = V 0j = V + ⊕ V − where γ 0 acts as ± Id on 0

j

Vj± and V0H0 = Vj+ if and only if Vj−  = {0}. Then,

j

0

V Kj = {X(t) ∈ Vj , 2π -periodic, X(t) = γ02 X(t + 4π/q)}. Finally, for each set of equivalent irreducible representations V˜l of H0 in V0⊥ , with complex coordinates X 0 , . . . , Xr and action of γ0 on X j as e2πiαj , then for each n0 = 0, . . . , q − 1, there is a different set of equivalent irreducible representations of H , with isotropy Kn0 , in (V H )⊥ , and V Kn0 = {X(t) = (X0 (t), . . . , Xr (t)), R−2π(n0 /q+α0 ) γ0 Xj (t + 2π/q) = Xj (t)}, when Rϕ is a rotation of angle ϕ of the coordinates of X j . A complete description of V Kn0 is given in Lemma 9.6 of Chapter 1.

4.3
-Index for an orthogonal map

261

Let B(t) = D 2 H (X0 (t)) which is symmetric, (2π/p)-periodic and H0 -equivariant for each t. Furthermore, as in Lemma 2.4, one has B(t) = diag(B0 (t), Bj (t), B˜ l (t)), where B0 corresponds to V0H0 , Bj to Vj− or (Vj+ )∩(V0H0 )⊥ and B˜ l to V˜l . Furthermore, γ0 B(t + 2π/q) = B(t)γ0 . Now, recall that LX = J X  + B(t)X is a bounded Fredholm operator of index 0, from H 1 (S 1 ) into L2 (S 1 ) and self-adjoint on L2 (S 1 ), with kernel generated by {X0 , A1 X0 , . . . , Ak−1 X0 }. (For −X + B(t)X the domain is H 2 (S 1 )). Hence, one has the decompositions H 1 (S 1 ) = ker L ⊕ Range L ∩ H 1 L2 (S 1 ) = ker L ⊕ Range L, where this last decomposition is L2 -orthogonal, and one has a bounded pseudo-inverse K from Range L onto Range L ∩ H 1 . Furthermore, the reduction to finite dimensions, on VN1 generated by all modes n with |n| ≤ N1 , is done by using the implicit function theorem on the higher modes to solve the equation  + (I − PN1 )∇H (XN1 + X˜ N1 ) = 0, J X˜ N 1

for X˜ N1 in VN⊥1 and reduce to  J XN + PN1 ∇H (XN1 + X˜ N1 (XN1 )) = 0, 1

which is a finite dimensional
-orthogonal map. It is not difficult to see that the linearization of this last equation is of the form  + PN1 B(t)(XN1 + X˜ N1 ) = 0, LN1 XN1 = J XN 1

where X˜ N1 is the unique solution, for N1 large enough, in VN⊥1 of the equation  L˜ N1 X˜ N1 = J X˜ N + (I − PN1 )B(t)(XN1 + X˜ N1 ) = 0. 1

Thus, &X˜ N1 &1 ≤ C&XN1 &0 and &X˜ N1 &0 ≤ &X˜ N1 &1 /N1 , where C depends only on sup |B(t)|, defining a continuous operator X˜ N1 (XN1 ) into H 1 (S 1 ). Lemma 3.4. If N1 is large enough, the operator LN1 is self-adjoint, with ker LN1 = PN1 (ker L) of dimension k and Range LN1 = Range L ∩ VN1 . The pseudo-inverse KN1 of LN1 is PN1 KPN1 , with &KN1 & ≤ &K&.

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4 Equivariant Degree and Applications

Proof. One may use the gradient structure of the linearization of the reduction, or see directly that (LN1 XN1 , ZN1 )L2 − (XN1 , LN1 ZN1 )L2 = (B X˜ N1 , ZN1 ) − (XN1 , B Z˜ N1 ) = (X, BZN1 ) − (XN1 , BZ),  = −(I − P )BX, then using the symmetry of B. But, since J X˜ N N1 1   (J X˜ N , Z˜ N1 ) = −(BX, Z˜ N1 ) = (X˜ N1 , J Z˜ N ) = −(BZ, X˜ N1 ). 1 1

Then, the above difference is (Z, BX) − (X, BZ) = 0. Since LX = LN1 XN1 ⊕ L˜ N1 X˜ N1 ,

X = XN1 ⊕ X˜ N1 ,

where L˜ N1 X˜ N1 = 0 in the definition of LN1 , then clearly ker LN1 = PN1 (ker L) with dim ker LN1 ≤ k, equality coming from linear independence and the definition of L˜ N1 . Furthermore, if LN1 XN1 = ZN1 then L(XN1 + X˜ N1 ) = ZN1 and Range LN1 = Range L∩VN1 . From LKZ = Z, for Z = ZN1 in VN1 , one has that KN1 = PN1 KPN1 and, as operator from L2 into H 1 , one has &KN1 & ≤ &K& and LN1 KN1 = IdVN1 .  Note that, if P is the projection onto ker L and I − P that on Range L, one has that PN1 P will map onto ker LN1 . Now, since the inclusion of H 1 in L2 is compact, the operator L − λI is also a Fredholm operator of index 0, from H 1 into L2 , self-adjoint in L2 and K, as an operator from L2 into L2 , is compact. Hence, the spectrum of L, σ (L), is discrete. Recall that J X is strongly indefinite, i.e., its spectrum goes to ±∞, while −X is an elliptic operator which is non-negative. Lemma 3.5. Let K be a compact interval in R. Then: (a) If σ (L) ∩ K = φ, then σ (LN1 ) ∩ K = φ for N1 large enough. (b) If σ (L) ∩ K = λ0 with dim ker(L − λ0 I ) = d ≤ 2N , then for N1 large enough σ (LN1 ) ∩ K has d eigenvalues (counted with multiplicity). Proof. Assume λ is not in σ (L), let Kλ be the inverse of L − λI , then &(L − λI )X&0 ≥ &Kλ &−1 &X&1 ≥ &Kλ &−1 &X&0 . If X˜ N1 is defined by L˜ N1 X˜ N1 = 0, then one has (L − λI )(XN1 + X˜ N1 ) = (LN1 − λI )XN1 − λX˜ N1 . Thus, one gets the estimate &(LN1 −λI )XN1 &0 ≥ &Kλ &−1 &XN1 &0 −|λ|&X˜ N1 &0 ≥ (&Kλ &−1 −C|λ|/N1 )&XN1 &0 . Hence, for N1 large enough, λ is not in σ (LN1 ). For the compact set K, it is easy to see that one will get an upper bound for &Kλ & on K and LN1 − λI will be invertible, for all λ in K, provided N1 is large enough.

4.3
-Index for an orthogonal map

263

For (b), write (LN1 − λI )XN1 = (L − λ0 I )(XN1 + X˜ N1 ) + (λ0 − λ)XN1 + λ0 X˜ N1 , and treat this problem as a (linear) bifurcation problem by projecting on ker(L − λ0 I ), via P0 , and on Range(L − λ0 I ), via I − P0 : (LN1 − λI )XN1 = (L − λ0 I )[(I − P0 )(XN1 + X˜ N1 + Kλ0 (I − P0 )((λ0 − λ)XN1 + λ0 X˜ N1 )] ⊕ (λ0 − λ)P0 XN1 + λ0 P0 X˜ N1 . Then, (LN1 − λI )XN1 = 0 gives two equations. The first one is uniquely solvable for (I − P0 )XN1 in terms of P0 XN1 , as a linear operator: (I − P0 )XN1 = −(I + (λ0 − λ)Kλ0 )−1 (I + λ0 Kλ0 )(I − P0 )X˜ N1 , for λ such that |λ − λ0 | ≤ &Kλ0 &−1 /2 and N1 large enough. In fact, 2 2 1/2 ˜ X˜ N1 &0 ≤ C(&P ˜ /N1 , &(I − P0 )XN1 &0 ≤ C& 0 XN1 &0 + &(I − P0 )XN1 &0 )

˜ 0 XN1 &0 /N1 , for this range of λ’s. The second term is that is, &(I − P0 )XN1 &0 ≤ C&P of the form ((λ0 − λ)I + C(λ))P0 XN1 = 0, where C(λ) is a d × d matrix, analytic in λ and symmetric (as it is easy to see) with &C(λ)& ≤ C/N1 : since LN1 is symmetric, its spectrum is real. Then, for N1 ≥ 2C&Kλ0 &, the spectrum of C(λ) is completely contained in the interval |µ| ≤ &Kλ0 &−1 /2 and gives d curves parametrized by λ (this is due to the fact that C(λ) is symmetric) and the line λ − λ0 = µ intersects these curves in d points. From (a), in K\{λ : |λ − λ0 | ≤ &Kλ0 &−1 /2}, one has no eigenvalues of LN1 , for N1 large enough. (Note that, if LX = λX, then X(t) is a 2π -periodic solution of the differential equation, hence d ≤ 2N ).  The above information is enough to prove the following Proposition 3.3. If X0 (t) is a hyperbolic (2π/p)-truly periodic solution of the system  + −X  + ∇V (X) = 0, then, for N1 large enough, the truncated system −XN 1 PN1 ∇V (XN1 + X˜ N1 ) = 0 has an orthogonal index given by the following: 1. dH = η(−1)nH , where nH is the Morse number of −X  + B0 (t)X, with B0 = D 2 V (X0 ) restricted on V0H0 and X in V H , i.e., X(t) is in V0H0 , (2π/p)q periodic and X(t) = γ0 X(t + 2π/q), with γ0 0 in H0 and q = pq0 . Here η = (−1)k(k+1)/2 . n

2. dKj = dH ((−1) Kj − 1)/2, where nKj is the Morse number of −X  + Bj (t)X, with Bj = D 2 V (X0 ) restricted to Vj ∩ (V0H0 )⊥ and X in V Kj , i.e., X(t) is in this subspace and X(t) = γ02 X(t + 4π/q).

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4 Equivariant Degree and Applications

3. dKn0 is the complex Morse index of −X + B˜ l (t)X, for each n0 = 0, . . . , q − 1 and X(t) in V Kn0 , i.e., X(t) is in V˜l and R−2π(n0 /q+α0 ) γ0 Xj (t +2π/q) = Xj (t) for j = 1, . . . , r the complex coordinates of X(t) in V˜l , and B˜ l (t) is D 2 V (X0 ) restricted to V˜l . Proof. Note first that the projection on the modes is compatible with the decomposition of B(t). Hence, the orthogonal index is given by the different Morse numbers of  + P B(X ˜ N1 ). Since LX = −X  + B(t)X ˜ is an elliptic LN1 X = −XN N1 ˜ N1 + X 1 operator, its spectrum is bounded from below, because (LX − λX, X)L2 ≥ &X &2L2 − (M + λ)&X&2L2 ≥ 0

˜ C0 . for λ ≤ −M = −&B&

Then, the finite number of strictly negative eigenvalues of L will give the same number of negative eigenvalues of LN1 , for N1 large enough, due to Lemma 3.5: this gives the result for nKj and dKn0 since L is invertible on V Kj and V Kn0 . For V H , Lemma 3.4 implies that ker LN1 is k-dimensional, i.e., none of the zero eigenvalues of L escapes from the origin when dealing with the approximation LN1 . This finishes the argument.  For the system J X  + ∇H (X) = 0, the situation is slightly different and requires the following preliminary result ˜ the Morse numbers n(LN1 ) of LN1 Lemma 3.6. For the system LX = J X + B(t)X, H0 H0 ⊥ ˜ ˜ and X(t) in V = V0 or Vj ∩ (V0 ) or Vl are such that, for N2 , the next integer after N1 where one has new modes, one has n(LN2 ) = n(LN1 ) + dim V˜ , where V˜ has even dimension. Proof. Note first that in V H all functions are 2π/p-periodic, hence N2 = N1 + p, while in V Kj and V Kn0 one has N2 = N1 + q (see Lemmas 9.5 and 9.6 in Chapter 1). Hence, if XN2 = XN1 ⊕ YN1 , one has that YN1 = (Xm , X−m = X¯ m ) for one mode m ˜ Y˜ ) in C2r , where 2r = dim V˜ : because of (a multiple of p for V H ), with Xm = (X, ˜ J , the space V is even dimensional. Then, LN2 XN2 = LN1 XN1 + PN1 B(YN1 + X˜ N2 − X˜ N1 ) ⊕ J YN 1 + (PN2 − PN1 )B(XN1 + YN1 + X˜ N2 ). has

But, since X˜ N1 = X˜ N2 ⊕ Y˜N1 , with J Y˜N 1 + (PN2 − PN1 )B(XN1 + X˜ N1 ) = 0, one LN2 XN2 = LN1 XN1 + PN1 B(YN1 − Y˜N1 ) ⊕ J (YN 1 − Y˜N 1 ) + (PN2 − PN1 )B(YN1 − Y˜N1 ).

Now, since LN2 XN2 and LN1 XN1 ⊕ J YN 1 are self-adjoint, this is also the case for the linear deformation LτN2 , where B is replaced by τ B in the above expression.

4.3
-Index for an orthogonal map

265

Then, for m > &B&, if one has LτN2 XN2 = 0 then YN1 − Y˜N1 = 0 and LN1 XN1 = 0, i.e., LN2 XN2 = 0. Thus, the kernel of LN2 is preserved and the other eigenvalues of LN2 do not cross 0. Similarly, the deformation J (YN 1 − τ Y˜N 1 ) will not introduce a new eigenvector with eigenvalue 0, hence the Morse indices are related by n(LN2 ) = n(LN1 ) + n(J YN 1 ). Now, if J YN 1 = λYN1 , with YN1 = cos mtX + sin mtY , where X and Y are in R2r , then mJ Y = λX, −mJ X = λY and, multiplying by J, m2 Y = −λmJ X = λ2 Y , that is λ = ±m, each eigenvalue with a (2r)-dimensional eigenspace.  Note that the matrices LN1 and PN1 LPN1 are such that &LN1 XN1 − PN1 LXN1 &0 = &PN1 B X˜ N1 &0 ≤ C&XN1 &0 /N1 , hence, for N1 large enough„ the two matrices have their spectra close, but the 0 eigenvalue of LN1 may split into k eigenvalues for PN1 LPN1 . Proposition 3.4. If X0 (t) is a hyperbolic (2π/p)-truly periodic solution of the system J X  + ∇H (X) = 0, then, for N1 large enough, PN1 X0 gives an orthogonal index for  + P ∇H (X ˜ N1 ) equal to J XN N1 N1 + X 1 1. dH = η(−1)nH , where nH is the Morse number of LN1 restricted to V H , with η = (−1)k(k+1)/2 , n

2. dKj = dH ((−1) Kj − 1)/2, where nKj is the Morse number of LN1 restricted to V Kj ∩ (V H )⊥ , 3. dKn0 the Morse number of LN1 restricted to V Kn0 , where V H , V Kj and V Kn0 are defined in Proposition 3.3. For N1 large enough, the numbers nH and nKj have a constant parity while dKn0 increases by the even number dim V˜l , when N1 is replaced by N1 + q. Proof. It is enough to note that dim V˜ = 2r and apply Corollary 3.1.



˜ for some block B˜ in B, let /(t) be the fundamental Remark 3.6. If J B˜ = BJ  ˜ ˜ = BJ ˜ /, then J / and matrix for X = J BX, with /(0) = I . Since / = J B/ /J are also fundamental matrices and, being equal for t = 0, one has that J and / commute. Now, (/T J /) = 0, hence /T J / = J and, since J and / commute, one has that / is an orthogonal matrix and hence with spectrum on the unit disk. If ˜ = λX, then X(t) = e−λJ t /(t)X(0) and X(2π ) = X(0) if and only J X  + BX if X(0) is in ker(I − e−2π λJ /(2π )). Furthermore, eλJ t preserves the generalized eigenspaces of /(t). Then, if /(2π )W = µW , one has (I − e−2πλJ /(2π ))W = 0 if and only if e2π λJ W = µW = (cos 2π λI + sin 2π λJ )W , that is µ = e±2πiλ .

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4 Equivariant Degree and Applications

˜ = λX, then Y (t) = e−J t X(t) satisfies J Y  + BY ˜ = Note also that if J X + BX (λ + 1)Y and is 2π -periodic if X(t) is 2π -periodic. Similarly, if X(t) belongs to V H , V Kj or V Kn0 then Y (t) = e−qJ t X(t) belongs to the same subspace: this is due to the facts that V0H0 , Vj and V˜l are invariant under J , that e−qJ t is (2π/q)-periodic and that
0 commutes with J (see Lemmas 9.4–9.6 in Chapter 1). Thus, if one ˜ = LX ˜ which are in [−q, 0], then the whole knows the eigenvalues of J X + BX ˜ spectrum of L will be given by translations of multiples of q. Note also that, if X is ˜ then J X is also an eigenvector with the same eigenvalue. Hence, an eigenvector of L, all eigenvalues of L˜ have even multiplicity (see also Remark 3.4). In this case, one has that X˜ N1 (J XN1 ) = J X˜ N1 (XN1 ), by uniqueness of the solution to L˜ N1 X˜ N1 = 0, and LN1 commutes with J . Hence, the corresponding Morse number is even and, if B˜ is based on V Kj , one has dKj = 0. Note finally that one may relate the spectra of /(2π/q) to that of /(2π ), as in Lemma 2.4 and Proposition 2.11. However, if J and B˜ don’t commute then the spectra of L˜ and of / need not be related. Example 3.6 (Spring-pendulum systems). We shall give now an illustration of how the equivariant degree for orthogonal maps, in particular for Hamiltonian systems, may be used to show bifurcation from an S 1 -orbit to a T 2 -orbit in two spring-pendulum apparatus. The first system consists of a spring, moving vertically only, with a rigid pendulum suspended at the end, free to move in any direction. If one pulls the pendulum downwards slightly, one obtains a stable harmonic oscillation. For a stronger pull, this oscillation looses its stability and one has an oscillation in a plane. For a still stronger pull, one gets an oscillation of the pendulum with a triangular pattern in space. Stronger pulls seem to lead to more complicated patterns. The second apparatus is a pendulum with an elastic shaft. The same succession of patterns is observed and follow the behavior predicted by the study we shall present. For the first system, the spring has length l0 at rest and a constant k. It is suspended at the origin, with a mass M at the end, i.e., at the point (0, 0, l), orienting the z-axis downwards. From this mass, one attaches a rigid pendulum, of length r0 , with a mass m at its end, of coordinates (x, y, z). The kinetic and potential energies are 1 ˙2 1 M l + m(x˙ 2 + y˙ 2 + z˙ 2 ) 2 2 1 K = k(l − l0 )2 − Mgl − mgz 2 T =

with the relation r02 = x 2 + y 2 + (z − l)2 . Instead of using a Lagrange multiplier for this holonomic relation, we shall write l = z − r = z − (r02 − x 2 − y 2 )1/2 ,

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267

assuming thus that 0 ≤ l ≤ z, i.e., that the pendulum does not reach the horizontal position. The Euler equations for x(t), y(t), z(t), denoted xj (t), j = 1, 2, 3, are

∂ ∂ d (T − K) = (T − K) dt ∂ x˙j ∂xj and give the following system of equations       x¨ x/r 0 M y¨  + C˜ y/r  +  0  = 0, z¨ 1 −mg where C˜ = C + k(z − r − l0 ) − Mg, with

2 (x x˙ + y y) ˙ 2 x˙ + y˙ 2 + C=M r r3   2 x m + M xr 2 M xy M 2 r r  y2 y  M =  M xy2 . m + M M 2 r r y r x Mr Mr m+M If one defines Z = z − r0 − l0 − (m + M)g/k, then C˜ is transformed into C + B + A, where A = mg,

B = k(Z + r0 − r).

Since we are looking at periodic solutions of the system, of unknown frequency ν, we shall scale the time by τ = νt, and get the system        x x/r x/r f (ν, x, y, z) ∼ = ν 2 M  y   + A y/r  + (B + ν 2 C) y/r  = 0, Z  1 0 where, in C, we have changed the derivative with respect to t by the derivative with respect to τ . Note that det M = m2 (m + M + M(x 2 + y 2 )/r 2 ), that is, M is an invertible, symmetric, positive definite matrix. Furthermore,     x/r x/r  + (B˜ + ν 2 C1 ) y/r  , y/r ν −2 M−1 f = X + A˜  1 −M(x 2 + y 2 )/(m + M)r 2 where X T = (x, y, Z), A˜ = g(m + M)/(m + M + M(x 2 + y 2 )/r 2 ), B˜ + ν 2 C1 = (B + ν 2 C)/(m + M + M(x 2 + y 2 )/r 2 ).

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4 Equivariant Degree and Applications

Notice that, for x = y = 0, the system reduces to ν 2 (m+M)Z  +kZ = 0, with 2π periodic solutions of the form a cos(nτ +ϕ), with n = ν0 /ν and ν0 = (k/(m+M))1/2 is the natural frequency of the spring when it oscillates vertically. 2 into C 0 and satisfies the properties The mapping f (ν, X) is continuous from C2π 2π of the following lemma. Lemma 3.7. (a) The mapping f (ν, X) is S 1 × S 1 -orthogonal, that is 1. f (ν, Tϕ,ψ X) = Tϕ,ψ f (ν, X) 2. (f (ν, X), X )L2 = 0,

(f (ν, X), AX)L2 = 0,

where Tϕ,ψ X(τ ) = Rψ (X(τ + ϕ)) and Rψ is a rotation of angle ψ and axis the Z-axis, hence with infinitesimal generator AX = (−y, x, 0). (b) f (ν, X) is also reversible, in the sense that f (ν, R˜ ε X) = R˜ ε f (ν, X), where R˜ ε (x(τ ), y(τ ), Z(τ )) = (x(−τ ), εy(−τ ), Z(−τ )), ε = ±1. Proof. The equivariance with respect to the time shift, X(τ + ϕ), follows from the fact that the system is autonomous. Furthermore, since in C one has terms of the form X·X  and X  ·X  , it is clear that C is invariant under Rψ and the equivariance of f (ν, X) with respect to Rψ reduces to that of MX . Since M = mI +MD(X) and it is easy to check directly that D(Rψ X) = Rψ D(X)Rψ−1 , one has D(Rψ X)Rψ X = Rψ D(X)X, i.e., that f (ν, Rψ X) = Rψ f (ν, X). d For the orthogonality one has, by direct calculation, that f (ν, X) · X = dτ (K+T ) which integrates to 0 on periodic functions, i.e., one has conservation of energy on solutions. On the other hand, f (ν, X) · AX = ν 2 m(xy  − x  y), which integrates to 0 on periodic functions. Finally, the reversibility is easily checked.  Remark 3.7. (a) One has (xx  + yy  )/r = (r0 − r) and (r0 − r) = C/M + (xx  + yy  )/r, hence one may rewrite the systems in the form mν 2 U  + (mg + kV + Mν 2 V  )U/r = 0 mν 2 Z  + kV + Mν 2 V  = 0, where U = x + iy and V = Z + r0 − r. In this form the equivariance with respect to Rψ U = eiψ U is clear, as well as that with respect to conjugation, equal to R˜ −1 R˜ 1 . Furthermore, one derives easily the conservation of the energy. One may also use the second equation in order to write the first one as ν 2 U  + (g − ν 2 Z  )U/r = 0, but with the loss of the orthogonality.

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269

(b) It is easy to check that R˜ ε Tϕ,ψ = T−ϕ,εψ R˜ ε , i.e., these actions don’t commute. As a matter of fact, we should have stated that f (ν, X) is O(2) × O(2)-orthogonal, where the first component O(2) acts as Tϕ and R˜ 1 , while the second component acts as Tψ and the conjugation R˜ −1 R˜ 1 . We have chosen, since the theory developed in this book is for abelian actions, to put together the non-abelian part in R˜ ε and we shall use this information to characterize further the bifurcated solutions. Note here that if X(τ ) is a solution, then R˜ −1 R˜ 1 X and Rπ X are also solutions. The second system consists of an elastic spring, of length at rest r0 and suspended at the origin (the z-axis is again oriented downwards), with a mass m at its end. One has 1 m(x˙ 2 + y˙ 2 + z˙ 2 ) 2 1 K = k(r − r0 )2 − mgz, 2 T =

where r = (x 2 + y 2 + z2 )1/2 . The Euler equations are mX¨ + k(r − r0 )X/r − mg(0, 0, 1)T = 0. Let Z = z − (r0 + mg/k) and τ = νt, then one gets the system   −x r0  = 0, −y g(ν, X) = mν 2 X + kX + k  r (x 2 + y 2 )/(Z + r + r + mg/k) 0

where the last term in the third component comes from k(r0 /r)(r − z) and r − z = (r 2 − z2 )/(r + z), with r = (x 2 + y 2 + (Z + r0 + mg/k)2 )1/2 . Thus, the problem is to find 2π -periodic solutions to g(ν, X) = 0. It is easy to see that x = 0, y = 0, Z = a cos(nτ + ϕ), with n = ν0 /ν and ν0 = (k/m)1/2 , the natural frequency of the spring when it oscillates vertically, is a solution. 2 into C 0 , provided r  = 0, i.e., if Note that g(ν, X) is a continuous map from C2π 2π the spring does not collapse.

Lemma 3.8. The mapping g(ν, X) is S 1 × S 1 -orthogonal with respect to the action defined in Lemma 3.7 and reversible as well. Proof. The equivariance with respect to the time shift and the rotation around the z-axis are easy to prove. The orthogonality to X follows from the conservation of energy and that to AX is immediate. The reversibility follows as in the previous system.  As noted above, X0 (τ ) = (0, 0, a cos(nτ + ϕ)) is a solution, with ν = ν0 /n, of f (ν, X) = 0. Let us linearize f (ν, X) around this solution, with ν = ν0 /n + µ and

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Z = Z0 + z and obtain (ν0 /n)2 mx  + m(g + (k/(m + M))Z0 )(x/r0 ) (ν0 /n)2 my  + m(g + (k/(m + M))Z0 )(y/r0 ) (ν0 /n)2 (m + M)z + kz − 2k(n/ν0 )Z0 where we have used the fact that (ν0 /n)2 (m + M)Z0 + kZ0 = 0. Equivalently, with Z0 = a cos(nτ + ϕ) and ν0 = (k/(m + M))1/2 , one has   (α + 2β cos(nτ + ϕ))x Ln (µ, X) = X  + n2 (α + 2β cos(nτ + ϕ))y  z + µγ cos(nτ + ϕ) where α = g/(ν02 r0 ) = g(m + M)/(kr0 ), β = a/(2r0 ), γ = −2an/ν0 . That is, the two first equations are Mathieu’s equations and the third is a resonant harmonic oscillation. The amplitude a of Z0 plays the role of an extra parameter. As before we shall fix the phase ϕ of the one-dimensional orbit Z0 , at 0. Notice the complex structure induced by the action of Rψ . Lemma 3.9. One has dim ker Ln = 2, 4 or 6, with eigenvectors µ = 0, z = cos nτ or sin nτ, x and y are Mathieu functions corresponding to analytic curves αk/n (β), α˜ k/n (β) passing through the point (α = (k/n)2 , β = 0). Solutions on αk/n (β) are even in τ and those on α˜ k/n (β) are odd. Furthermore, these curves are symmetric with respect to the α-axis, except α(2k+1)/2 (−β) = α˜ (2k+1)/2 (β). Also, αk/n (β) = α˜ k/n (β) if k/n  = k1 /2, where k1 is an integer, while αk1 /2 (β) and α˜ k1 /2 (β) intersect only at β = 0. Also, αk/n (β) tends to −∞ when |β| goes to ∞ and α0 (β) = α0 (−β) < 0, while α˜ 0 (β) does not exist. Moreover, αk/n (β) foliate the region between the curves bifurcating from two consecutive half-integers, i.e., those curves do not intersect and are dense. In this region any solution of L2 X = 0 (not necessarily periodic) is bounded, while in the complementing region (the Arnold’s tongues), the solutions are unbounded, as well as the other solution on the transition curves αk1 /2 (β) and α˜ k1 /2 (β). If xn (τ ) is a 2π -periodic solution for αk/n (β) and k/n = k1 /n1 , with k1 and n1 relatively prime, then xn (τ ) = xn1 (nτ/n1 ), in particular xn (τ ) is (2π n1 /n)-periodic. The solutions xn (τ ) on αk/n (β) have 2k simple internal zeros in (0, 2π ) and on α˜ k/n (β) the solution x˜n (τ ) has 2k − 1 internal zeros. Proof. On the space of 2π-periodic functions one needs that the last equation has bounded solutions, hence it cannot be resonant, then µ = 0 and z(τ ) is a combination of cos nτ and sin nτ . For the Mathieu equation, if x(τ ) is a 2π -periodic solution, then so is x(−τ ) and x(τ ) ± x(−τ ). Hence one may assume that x(τ ) has a definite parity. Furthermore, from the uniqueness of the initial value problem, for a given (α, β), one has at most one even and one odd solution. Similarly, x(τ + π/n) is a solution for (α, −β) and

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271

x(τ + 2π/n) is a solution for (α, β). In particular, x(τ + π/n) ± x(−τ + π/n) are two linearly independent solutions for (α, −β) since of different parity, unless one of them is 0. If one has started with x(τ ) even, if x(τ + π/n) = x(−τ + π/n) = x(τ − π/n), then x(τ ) is (2π/n)-periodic, while, if x(τ + π/n) = −x(−τ + π/n), then x(τ ) is (2π/n)-antiperiodic and (4π/n)-periodic (this implies that n is even). On the other hand, if x(τ ) is odd then the situation is reversed. Thus, if x(τ ) is not (4π/n)-periodic, one has two periodic solutions for (α, −β) and also for (α, β). Note that if x(τ ) is (4π/n)-periodic, then y(τ ) = x(2τ/n) is a 2π -periodic solution of L2 y(τ ) = 0, the classical Mathieu equation, i.e., with n = 2. Assume now that, for (α0 , β0 ), one has a solution x0 (τ ) of a definite parity. Consider then the self-adjoint operator Ln in the spaces of periodic functions with that parity, say from H 1 into L2 , with a one-dimensional kernel generated by x0 . Take x = ax0 + x1 , with x1 being L2 -orthogonal to x0 . Then, the classical Ljapunov– Schmidt reduction implies that Ln x = 0 is equivalent to a unique analytic solution x1 (a, α, β) = ax1 (1, α, β), with x1 (1, α0 , β0 ) = 0, and a solution to the bifurcation equation, coming from the L2 -projection on x0 (see Section 9 of Chapter 1) α − α0 + 2(β − β0 ) 0

2π

(x02 + x0 x1 ) cos nτ dτ = 0,

after normalizing x0 to have norm 1 in L2 . The implicit function theorem implies that this equation has a unique analytic solution α(β), with α  (β0 ) = −2

0

2π

x02 cos nτ dτ =

0

2π

(α0 x02 − x02 /n2 )/β0 dτ.

Since for β = 0, one has α = (k/n)2 one obtains the curves αk/n (β) and α˜ k/n (β) characterized by the parity of the solutions and defined for all β’s. These curves are monotonous for α0 < 0. Furthermore, the number of zeros on each curve is conserved (by uniqueness of the initial value problem, the zeros are simple, since the L2 -norm of x0 is 1) and are those of cos kτ for αk/n (β) or of sin kτ for α˜ k/n (τ ). It is then easy  (0).  (0) = 0, except if k/n = 1/2, with α  (0) = −1 = −α ˜ 1/2 to see that αk/n 1/2 Furthermore, if k/n = k1 /n1 , then if xn1 (τ ) is a 2π -periodic solution of Ln1 x = 0, then x(τ ) = xn1 (nτ/n1 ) is a (2π n1 /n)-periodic solution of Ln x = 0, with the parity of xn1 , that is x(τ ) belongs to the unique curve which goes through (k/n)2 . This implies that these curves are correctly labelled by k/n and that, conversely, the solutions on αk/n (β) are (2π n1 /n)-periodic. In particular, if n1 ≥ 3, one has that x(τ ) is not (4π/n)-periodic (if it were y(τ ) = x(2τ/n) would belong to the curve for L2 going through k1 /n1 , for β = 0, and hence n1 = 1 or 2) and, as seen above, αk/n (β) = α˜ k/n (β), curves which are symmetric with respect to the α-axis. For n = 2, if k/n = k1 , i.e., n1 = 1, then x(τ ) is π-periodic and x(τ + π/2), solution for (α, −β), has the parity of x(τ ), that is the curves are symmetric with respect to the α-axis. On the other hand, if k is odd, then we have seen that x(τ + π ) is a solution for (α, β) of the same parity as x(τ ), hence from the uniqueness, x(τ +π ) =

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ax(τ ). Evaluation at τ = 0 and τ = π , leads to a 2 = 1. Furthermore, it is clear that the sign of a is invariant on the curves α(2k+1)/2 (β) and α˜ (2k+1)/2 (β) and it is −1 at β = 0. Thus, x(τ + π ) = −x(τ ) and x(−τ + π/2) = −x(−τ − π/2) has the opposite parity of x(τ ), that is α(2k+1)/2 (−β) = α˜ (2k+1)/2 (β). For α = β = 0, only the constant solutions (hence even) exist, thus α˜ 0 (β) does not appear. Now, if n = 2, two curves may intersect at (α0 , β0  = 0) only if one has α0 = αk1 /2 (β0 ) = α˜ k1 /2 (β0 ): in fact, within the same parity, the implicit function theorem prevents intersections and if αk1 /2 (β0 ) = α˜ k1 /2 (β0 ) for k1  = k1 , with solutions x0 and x˜0 , then, from the separation of the zeros (i.e., between two consecutive zeros of x0 one has exactly one zero of x˜0 : if not, if x˜0 is not 0 on this interval, then (x0 /x˜0 ) = W (x0 , x˜0 )/x˜02 , with a wronskian |W | ≡ 1, must have a zero) and from the conservation of zeros along the curves, one gets a contradiction. Thus, if k1 is even (hence x0 and x˜0 are π -periodic), one has  A2m cos 2mτ x0 (τ ) = A0 /2 + x˜0 (τ ) =



m≥1

B2m sin 2mτ,

m≥1

with the recurrence relations (α/2)A0 + βA2 = 0 (α − m2 )A2m + β(A2m−2 + A2m+2 ) = 0, (α − m2 )B2m + β(B2m−2 + B2m+2 ) = 0,

m ≥ 1, m ≥ 1, B0 = 0.

Now, for m > m0 large enough, one may solve this system in terms of βA2m0 , in particular A2m0 +2 = βa(α, β)A2m0 and B2m0 +2 = βa(α, β)B2m0 , reducing to two tri-diagonal systems: one for X = (A0 , . . . , A2m0 ) of the form

α/2 β AX = X = 0, β B and one for Y = (B1 , . . . , B2m ) of the form BY = 0, where the last line of BY is βB2m0 −2 + (α − m20 + β 2 a(α, β))B2m0 . If the two systems have non-trivial solutions, then det A = det B = 0. But det A = (α/2) det B −β 2 det B1,1 , where B1,1 is B with its first line and first column deleted. Thus, det B1,1 = 0 and, since det B = (α − 1) det B1,1 − β 2 det B2,2 , with deleting from B1,1 the first line and first column to get B2,2 , one obtains det B2,2 = 0. Continuing this process, one arrives at α − m20 + β 2 a(α, β) = 0, a contradiction if m0 is large enough (it is easy to prove that a(α, β) is a decreasing function of m0 and tends to 0 when m0 goes to ∞).

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273

If k1 is odd (hence x0 and x˜0 are π-antiperiodic), one has  A2m+1 cos(2m + 1)τ x0 (τ ) = m≥0

x˜0 (τ ) =



B2m+1 sin(2m + 1)τ,

m≥0

with the relations (4α − 1 + 4β)A1 + 4βA3 = 0 (4α − 1 + 4β)B1 + 4βB3 = 0 2 (4α − (2m + 1) )C2m+1 + 4β(C2m−1 + C2m+3 ) = 0, m ≥ 1 and Ck = Ak or Bk . With the same arguments, one obtains the tridiagonal matrices

4α − 1 + 4β 4β ˜ AX = X=0 4β C

˜ = 4α − 1 − 4β 4β Y = 0, BY 4β C where C is common. Then det A˜ = (4α − 1 + 4β) det C − (4β)2 det C1,1 and det B˜ = (4α − 1 − 4β) det C − (4β)2 det C1,1 , where both determinants have to be 0. This implies, if β  = 0, that det C = det C1,1 = 0. One arrives then at the same contradiction. If, for n and n greater than 2, one has αk/n (β) = αk  /n (β), with k and n relatively prime (respectively k  and n ), then for N the least common multiple of n and n and x(τ ) solution on αk/n (β), then y(τ ) = x(N τ/n) will be a solution on αk1 /N (β) for k/n = k1 /N with 2k1 or 2k1 − 1 zeros. Hence, one would have four periodic solutions for LN y = 0, two even and two odd, with 2k1 and 2k1 = 2k  N/n zeros, hence independent, which is clearly a contradiction for a second order equation. With respect to the boundedness of solutions of L2 x = 0, convert the equation into a first order system X  = A(τ )X, with Trace A = 0 and A(τ +π ) = A(τ ). Then, from Remark B.1, one has that the fundamental matrix satisfies /(τ +mπ ) = /(τ )/(π )m . Instead of using the full strength of Floquet theory, it is easy to see that /(π ) has two eigenvalues with product equal to 1. If they are complex conjugate, then /(π )m is bounded as well as /(τ ), for τ in [0, 2π]. Hence, in this case any solution

is λm 0 m bounded. While, if the eigenvalues are real, then /(π ) is similar to , 0 λ−m giving unbounded solutions when τ goes to ±∞. Finally, if λ = 1, since there is only 1 m , giving an one periodic solution on αk/2 (β), for β  = 0, /(π )m is similar to 0 1 unbounded second solution. Notice that, if x(τ ) belongs to αk/n (β), then y(τ ) = x(2τ/n) is a nπ-periodic solution of L2 y(τ ) = 0. Thus, for n ≥ 3, /(π )n = I and the eigenvalues of

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4 Equivariant Degree and Applications

/(π) are exp(±2k  iπ/n). But Trace /(π) = 2 cos 2k  π/n is analytic on αk/n (β), 2 hence constant and equal to its

value at αk/n (0) = (k/n) , that is for /(τ ) = −1 cos 2kτ/n k sin 2kτ/n , or else k  ≡ k, mod n. The rational k/n is called −k sin 2kτ/n cos 2kτ/n the rotation number. Now, Trace /(π) is an analytic function of α and β and, on each stable region and for fixed β0 , covers the interval from −2 (for k/n = k1 /2 with k1 odd) to 2 (for k/n = k1 /2 with k1 even). Furthermore, since the curves αk/n (β) do not intersect, the points αk/n (β0 ), where Trace /(π) = 2 cos 2kπ/n, are ordered in the same way as αk/n (0). Therefore, Trace /(π) cannot be locally constant and is strictly monotone as a function of α. This implies that, arbitrarily close to (α, β), there are points of the form (αk/n (β), β), giving the foliation. The last point is the asymptotic behavior, when β goes to ∞: let x(τ ) belong to αk/2 (β), hence an even solution of x  + 4(α + 2β − 4β sin2 τ )x = 0, with 2k zeros in [−π, π ]. Multiplying the equation by x(τ ), integrating over [−π, π] and using the periodicity of x(τ ), one needs that α+2β ≥ 0. Let y(τ ) = x(τ/(2β 1/4 )), then y(τ ) is a (4πβ 1/4 )-periodic, even solution of y  + (A − (2β 1/4 sin τ/(2β 1/4 ))2 )y = 0, with A = (α + 2β)/β 1/2 . Since 4β 1/2 sin2 (τ/(2β 1/4 )) ≤ τ 2 , the solution y(τ ) will be compared to solutions of the equation z + (A − τ 2 )z = 0. Let H (τ ) = z(τ )eτ

2 /2

, then H (τ ) satisfies Hermite’s equation

H  − 2τ H  + (A − 1)H = 0.
A series solution H (τ ) = hn τ n yields the recurrence relation (n + 2)(n + 1)hn+2 = (2n + 1 − A)hn . In particular, if A = 2N + 1, one solution will be a polynomial HN (τ ) of degree N , with the parity of N and normalized so that the leading coefficient is τ N . Now, it is easy to verify that τ HN − HN /2 satisfies the equation for HN +1 and, having a leading coefficient equal to τ N+1 , one has that HN+1 = τ HN − HN /2. This implies that between two consecutive zeros of HN (hence with HN of different signs) one has a zero of HN+1 . Furthermore, if τN is the largest zero of HN (with HN (τN ) > 0, since the leading term of HN is τ N ), then HN +1 (τN ) < 0 and one has

4.3
-Index for an orthogonal map

275

a zero of HN+1 to the right of τN . Due to the parity of HN +1 , this last zero generates its symmetric, for τ < 0. An easy induction argument implies that HN (τ ) has exactly 2 N zeros. Now, zN (τ ) = e−τ /2 HN (τ ) is bounded and as such has all its N zeros confined to the interval |τ | ≤ (2M + 1)1/2 : in fact, if zN has its last zero, τN , outside  (τ ) > 0 for τ > τ and, since z (τ ) > 0, one has this interval, then zN (τ ) > 0, zN N N N that zN (τ ) is increasing and convex, contradicting the boundedness. We shall then use the following comparison principle : If y(τ ) and z(τ ) are solutions to the equations y  + p(τ )y = 0 and z + q(τ )z = 0, with p(τ ) ≥ q(τ ), then between two zero of z there is at least one zero of y. (If y(τ ) is not 0, say positive, between τ1 ant τ2 , two consecutive zerosof z with, τ say, z(τ ) > 0 and z (τ1 ) > 0, z (τ2 ) < 0 (if not change z to −z), then τ12 (z y −  τ τ zy  ) dτ = τ12 (p − q)yz dτ = z y − zy  |τ21 leads to a contradiction, since the integral is non-negative while the last term is strictly positive). Hence, if A ≥ 2N + 1, then y(τ ) has at least N − 1 zeros for |τ | ≤ (2N + 1)1/2 , since zN (τ ) has N zeros in this interval. But y(τ ) has 2k zeros for |τ | ≤ 2πβ 1/4 . Taking N = 2k + 2, one would arrive, if A ≥ 4k + 5, at a count of at least 2k + 1 zeros for y(τ ) for |τ | ≤ (4k + 5)1/2 , which is not possible if 2πβ 1/4 > (4k + 5)1/2 . Then, if β > (4k + 5)2 /(2π )4 one has that 0 ≤ A = (α + 2β)β −1/2 ≤ 4k + 5. This implies that αk/2 (β) cannot be bounded from below. In fact, one may prove, by looking more closely at the distribution of zeros of y(τ ), that  α = −2β + (4k + 1)β 1/2 /2 + 0(1). Remark 3.8. One may prove that, for k/n  = 1/2, one has   (0) = α˜ k/n (0) = αk/n

4 . 4(k/n)2 − 1

In fact, since x0 is analytic in β, one has that 2π α  (β) = −4 x0 x0β cos nτ dτ 0

and, by differentiating the Mathieu equation, that at β = 0, one has that x0β is a solution (of the same parity of x0 ) of y  + k 2 y = −2n2 cos nτ x0 ,

√ where one has used that α(0) = (k/n)2 and α  (0) = 0. Then, for x0 = cos kτ/ π , one has that x0β is orthogonal to x0 and

n cos(n − k)τ cos(n + k)τ + x0β = √ n + 2k n − 2k π and the result follows.

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4 Equivariant Degree and Applications

For the second system, one has that X0 (τ ) = (0, 0, a cos(nτ + ϕ)) is a solution, with ν = ν0 /n, of g(ν, X) = 0, where ν0 = (k/m)1/2 . Let us linearize g(ν, X) around that solution, with ν = ν0 /n + µ and Z = Zn + z and obtain Mn X = 0, or else

α + β cos(nτ + ϕ) x=0 x  + n2 1 + β cos(nτ + ϕ)

 2 α + β cos(nτ + ϕ) y=0 y +n 1 + β cos(nτ + ϕ) z + n2 z = 2n3 ν0−1 cos(nτ + ϕ)µ, where α = mg/(mg + kr0 ) and β = ak/(mg + kr0 ). In this linearization, we have taken r = Zn + r0 + mg/k, i.e., that |β| ≤ 1. Note that |β| = 1 corresponds to a = r0 + mg/k, i.e., to Zn = 0 for nτ + ϕ = π , that is to a spring totally collapsed. Note also that 0 < α < 1. Thus, we shall work in the rectangle 0 ≤ α ≤ 1, |β| ≤ 1. The first two equations are singular Hill’s equations, while the third will have a nonresonant solution only for µ = 0 and z = ε cos(nτ + ψ). Note that, as before, one may fix the phase ϕ of the one-dimensional orbit Z0 , at 0. Lemma 3.10. One has dim ker Mn = 2, 4 or 6, with eigenvectors µ = 0, z = cos nτ or sin nτ , x and y corresponding to analytic curves αk/n (β), α˜ k/n (β) passing through αk/n (0) = α˜ k/n (0) = (k/n)2 . Solutions on αk/n (β) are even in τ and those on α˜ k/n (β) are odd. Furthermore, these curves are symmetric with respect to the α-axis and equal except for n = 2k, where α1/2 (−β) = α˜ 1/2 (β). The region, for constant β, between these two curves, which intersect only at β = 0, α = 1/4, is a region of instability, while the regions, for constant α, between α1/2 (β) and α˜ 1/2 (β) is foliated by the curves αk/n (β). Also, α0 (β) ≡ 0, with unique solution 1 + β cos nτ (while α˜ 0 (β) does not exist) and α1 (β) = α˜ 1 (β) = 1 with solution cos nτ and sin nτ . The solutions on α1/2 (β) and α˜ 1/2 (β) are (2π/n)-antiperiodic and, if k/n = k1 /n1 , with k1 and n1 relatively prime, then xn (τ ) = xn1 (nτ/n1 ) and has period 2π n1 /n. On αk/n (β), the solution xn (τ ) has 2k internal zeros and on α˜ k/n (β) the solution x˜n (τ ) has 2k − 1 internal zeros. Finally, αk/n (β) goes to 0 if |β| goes to 1, if k/n < 1/2 and to 1, if k/n > 1/2. In fact, α1/2 (β) is monotone, decreasing from (0, 1), where it is vertical, to (1, −1) where it is horizontal. Proof. Fortunately, most of the arguments in the proof of Lemma 3.9 did not depend on the special form of α + 2β cos nτ but only on the fact that this function is even. Thus, one has to concentrate on the complement of these arguments. The first one is the Ljapunov–Schmidt reduction to the bifurcation equation h(α, β) = 0

2π

(α − α0 + (β − β0 + αβ0 − α0 β) cos nτ )(x02 + x0 x1 ) dτ = 0, (1 + β cos nτ )(1 + β0 cos nτ )

4.3
-Index for an orthogonal map

277

where x0 and x1 have the same meaning as before, that is x = ax0 + x1 , with x1 (a, α, β) = ax1 (1, α, β) and x1 (1, α0 , β0 ) = 0 : h(α, β) is just the projection on x0 of x  + P (α, β)x. Then, 2π x02 (1 + β0 cos nτ )−1 dτ > 0 hα (α0 , β0 ) = 0

and

hβ (α0 , β0 ) = (1 − α0 )

0

2π

x02 cos nτ (1 + β0 cos nτ )−2 dτ.

Thus, one has an analytic curve α(β), for |β| < 1, which must cross the α-axis at some α(0) = (k/n)2 , for some 0 ≤ k ≤ n. In particular, for n = 1, there are only two curves, α0 (β) = 0 with only even solutions (bifurcating from β = 0 with the constant solution) and α1 (β) = 1 with solutions of both parities and given in the lemma. The other solution, for α0 (β) = 0, obtained by reduction of order, is τ (1 + β cos ns)−2 ds, v(τ ) = (1 + β cos nτ ) 0

which is neither periodic nor bounded. For n = 2 and β = 0 with α1/2 (0) = α˜ 1/2 (0) = 1/4, the solutions are cos τ and  (0) = −3/8 and α  (0) = 3/8. Furthermore, solutions on sin τ and one has α1/2 ˜ 1/2 α1/2 (β) are even and π -antiperiodic and those on α˜ 1/2 (β) are odd and π -antiperiodic. Hence, if these curves intersect at some (α, β) one has x(τ ) = x(τ ˜ )=

∞  0 ∞ 

A2n+1 cos(2n + 1)τ B2n+1 sin(2n + 1)τ

0

with the recurrence relations (m2 − 4α)Cm + (β/2)((m − 2)2 − 4)Cm−2 + ((m + 2)2 − 4)Cm+2 ) = 0, where m = 2n + 1 ≥ 0, Cm stands for A2n+1 or
B2n+1 , with A1 = A−1 and 2 2 < ∞, since the solution B−1 = −B1 . If one defines Dm = (m − 4)Cm , with Dm 2 is in H , one has to solve the system ((4α − 1)/3 + εβ/2)D1 + (β/2)D3 = 0 (A + 4(1 − α)M)X + (β/2)D1 = 0, where ε = 1 for x(τ ) and ε = −1 for x(τ ˜ ), X = (D3 , D5 , . . . ) is in L2 , the operator A is symmetric and tridiagonal, with 1 on the diagonal and β/2 on the two off -diagonals, and M is a diagonal operator with terms 1/(m2 − 4), m = 3, 5, . . . Now,  (AX, X) = &X&2 + β Di Di+1 ≥ |β|D32 /2 + (1 − |β|)&X&2 ,

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4 Equivariant Degree and Applications

then, for |β| < 1 and α ≤ 1, the operator B = A + 4(1 − α)M is invertible with &B −1 & ≤ 1/(1 − |β|). In particular, D3 = −(β/2)a(α, β)D1 , where a(α, β) = (B −1 (1, 0, . . . ), (1, 0, . . . )) > 0, since B and B −1 are positive operators. Hence, the problem is reduced to f (α, β) = (4α − 1)/3 + εβ/2 − (β 2 /4)a(α, β) = 0. This implies that the two transition curves meet only at β = 0 and α = 1/4. Note that a(1, β) = limβ→∞ det(Ap−1 )/ det(Ap ), where Ap is the truncation of with det A1 = 1, A to p modes. As det Ap = det Ap−1 −(β 2 /4) det Ap−2 for p ≥ 3,
p det A2 = 1 − β 2 /4, one may use the generating function g(z) = ∞ 1 det Ap z to get g(z) = −1 + ((β 2 /4)z2 − z + 1)−1 = −1 + 4/β 2 (z1 − z2 )

∞  −p−1 −p−1 p (z2 − z1 )z , 0

where z1,2 = (2/β 2 )(1 ± (1 − β 2 )1/2 ), z1 z2 = 4/β 2 and z1 − z2 = (1 − β 2 )1/2 4/β 2 . Thus, det Ap = [(1 + (1 − β 2 )1/2 )p+1 − (1 − (1 − β 2 )1/2 )p+1 ]/2p+1 (1 − β 2 )1/2 . From this relation it follows that a(1, β) = 2/(1 + (1 − β 2 )1/2 ). Now fα = 4/3 − (β 2 /4)aα , with αα = 4(B −1 MB −1 (1, 0, . . . ), (1, 0, . . . )) and, using M = (B − A)/4(1 − α), one has aα = (1 − α)−1 (a − (AB −1 (1, 0, . . . ), B −1 (1, 0, . . . ))). Since (AB −1 (1, 0, . . . ), B −1 (1, 0, . . . )) ≥ |β|a 2 /2, one obtains (1 − α)fα ≥ 4(1 − α)/3 − (β 2 /4)a + (|β|3 /8)a 2 . Then, if f (α, β) = 0, one has a = 4β −2 (1 + εβ/2 − x), with x = 4(1 − α)/3 and, after a short computation, 2|β|(1 − α)fα ≥ (2 + εβ − |β| − 2x)2 + |β|(2 + εβ − |β|). Thus, since |β| ≤ 1, the left-hand side is strictly positive, unless εβ = −1 and x = 0, i.e., for α = 1. We have recovered the fact that the transition curves can be parametrized by β. Note that, since M is a positive operator, one has aα > 0 and 0 ≤ fα ≤ 4/3. On the other hand, fβ = ε/2 − βa/2 − β 2 aβ /4,

4.3
-Index for an orthogonal map

279

with aβ = −(B −1 Aβ B −1 (1, 0, . . . ), (1, 0, . . . )). Since βAβ = B −I −4(1−α)M, one obtains βfβ = εβ/2 − β 2 a/4 − (β 2 /4)(&B −1 (1, 0, . . . , )&2 + 4(1 − α)(MB −1 (1, 0, . . . ), B −1 (1, 0, . . . )). In particular, on the transition curves, one gets −βfβ = (4α − 1)/3 + (β 2 /4)(&B −1 (1, 0)&2 + 4(1 − α)(MB −1 (1, 0), B −1 (1, 0))). Hence, if α ≥ 1/4, one has βfβ < 0 and in this range of α’s one may parametrize the curves by α. This implies that, for 1/4 ≤ α ≤ 1, the curve α1/2 (β) is decreasing, with β < 0, while α˜ 1/2 (β) is increasing from (1/4, 0) to (1, 1).
Note that B −1 (1, 0, . . . ) = 2(1, −1, 1, −1, . . . ) for α = 1, β = 1 and fα = 4/3 − ∞ 1 ((2n + 1)2 − 4)−1 is positive and finite, that is, the transition curves arrive horizontally at (1, 1). Now, if one denotes by C the diagonal operator I + 4(1 − α)M and by X the vector B −1 (1, 0, . . . ), one has βaβ = −a + (CX, X) fβ = ε/2 − βa/4 − (β/4)(CX, X), then, using the relation βAβ = B − C, one obtains fββ = −(1/2)(B −1 CX, CX) < 0, since B −1 is a positive operator, hence fβ is a decreasing function. Now, for α = 0, β = −1, it is easy to verify that X = 2(1/3, 1/5, 1/7, . . . ), noting that, for |β| ≤ 1, one has (BX, X) ≥ |β|a 2 /2, i.e., B is one-to-one. Thus, a(0, −1) = 2/3 and, for ε = −1, one has f (0, −1) = 0, that is the curve α˜ 1/2 starts at β = −1, α = 0. Furthermore, for that X, one has ∞  (2n + 1)−2 (1 + 4/((2n + 1)2 − 4)) (CX, X) = 4 1

=4

∞ 

1/(2n − 1)(2n + 3) = 4/3,

1

by using partial fractions. Thus, fβ (0, −1) = 0 for ε = −1. This implies that fβ < 0 and that one may parametrize the curves α˜ 1/2 by α, starting vertically at (0, −1) and arriving horizontally at (1, 1). The rest of the properties (regions of stability, foliations) follow the same lines of proof as in the preceding case, since they do no depend on the particular form of the equation. 

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4 Equivariant Degree and Applications

Remark 3.9. By normalizing x0 in such a way that hα (α0 , β0 ) = 1, then α  (β) = −hβ . Hence, for k/n  = 1/2 and β0 = 0, one has x0 (τ ) = π −1/2 cos kτ and α  (0) = 0, with 2π

α  (0) = −2(1 − (k/n)2 )

x0 cos nτ (x0β − x0 cos nτ ) dτ,

0

where x0β is a solution (by differentiating the Hill equation) of y  + k 2 y = (k 2 − n2 )x0 cos nτ, thus,

cos(n − k)τ n2 − k 2 cos(n + k)τ x0β (τ ) = + . √ n + 2k n − 2k 2n π From this it is easy to prove that  (0) = 3(k/n)2 (1 − (k/n)2 )(4(k/n)2 − 1)−1 . αk/n

Remark 3.10. For a given n, one may compute numerically the curves αk/n (β) by combining a path following method with a numerical integration of the solution: in fact, if (α0 , β0 ) is on this curve, one may take a point at a certain distance on the tangent and, on an orthogonal line, test for periodicity by looking at the Poincaré return map of the solution for (α, β): these are obtained by Runge–Kutta of high order. For the transition curves (n = 1 or 2), one may also use the fact that the solutions in the Arnold tongues are unstable. It is interesting to see the foliation phenomenon and that the curves corresponding to high rotation numbers are easier to follow than the transition curves. For Mathieu’s equation, the regions of stability decay very fast as |β| increases. Let us turn now to the non-linear systems and the application of the orthogonal degree. Since the arguments are similar for both systems, we shall treat them simultaneously. Thus, fix n and assume that the vertical line, corresponding to a fixed α, crosses the line αk/n (β) at (α0 , β0 ). Since the points of tangency are finite, we may assume that the crossing is transversal. On that line the nonlinear systems have the solution ν = ν0 /n, x = y = 0, Zn = a cos(nτ + ϕ), where a is proportional to β, that is a family, parametrized by β, of one-dimensional orbits. If a0 corresponds to β0 , let  be the following tubular neighborhood of (ν0 /n, 0, 0, a0 cos(nτ + ϕ)): ˜ : Z˜ is L2 -orthogonal to cos nτ and sin nτ,  = {(ν, x, y, a cos(nτ + ϕ) + Z) ˜ < 2ε}, |ν − ν0 /n| < 2ε, &x&2 + &y&2 < 4ε2 , |a − a0 | < 2ρ, &Z& where &x& is the H 2 -norm of x(τ ). Consider, from R × H 2 (S 1 ) into R × L2 (S 1 ), the following pair fε (ν, X) = (d 2 (ν, X) − ε2 , −f (ν, X)), (or −g(ν, X) for the second system), where d 2 (ν, X) = (ν − ν0 /n)2 + &x&2 + &y&2 + ˜ 2 is the distance to the plane ν = ν0 /n, x = y = 0, Z = a cos(nτ + ϕ), which &Z& will be called the trivial solution.

4.3
-Index for an orthogonal map

281

Choose ε so small that the only ν in , of the form ν0 /m, is for m = n. In particular, any zero in  of fε (ν, X) must have, from the form of the equations, &x&2 +&y&2 > 0: in fact, if x = y = 0, then f (ν, X) reduces to ν 2 Z  + ν02 Z = 0. Furthermore, for |a − a0 | = 2ρ small enough, the (x, y) part of the linearization is invertible, since one is off the curve αk/n (β), and the only solution, for ε small enough, will be on the plane, i.e., with d = 0. Thus, fε (ν, X) is non-zero on ∂ and its orthogonal degree is well defined, more precisely, the orthogonal degree of the projection on N1 modes, after solving for the other modes in , as in Example 3.5; we leave these details to the reader. Choosing ρ and ν appropriately, one may assume that, whenever f (ν, X) = 0 in  and |a − a0 | > ρ/2, then x = y = 0 and d(ν, X) = 0. Then, one may perform the orthogonal deformation (λ(d 2 − ε2 ) + (1 − λ)(ρ 2 − (a − a0 )2 ), −f (ν, X)) on ∂. Then, deg⊥ (fε ; ) = i− (fε ) + i+ (fε ), where i± (fε ) is the orthogonal index of (ρ 2 − (a − a0 )2 , −f ) at ν = ν0 /n, x = y = 0, a = a0 ± ρ, Zn = a cos(nτ + ϕ), with isotropy H = Zn × S 1 . For ϕ = 0, the linearization of the pair, at Zn = (a0 ± ρ) cos nτ , will be Df± (µ, X) = (∓2ρε1 , −M0 Ln (µ, X)), ˜ hence a 2 = where ν = ν0 /n + µ, Z = Zn + z, with z = ε1 cos nτ + ε2 sin nτ + Z, 2 2 2 (a0 ± ρ + ε1 ) + ε2 . Here, M0 = (ν0 /n) diag(m, m, m + M) comes from the matrix M evaluated at x = y = 0. For the second system, one has −m(ν0 /n)2 Mn (µ, X). Hence, the kernel of the linearization is generated by µ = 0, x = y = 0, z = ε2 sin nτ , i.e., by X0 . Thus, both indices may be computed from the results given for the case of truly periodic solutions of 2nd order Hamiltonian systems of Proposition 3.3, modified by the ν-variable. Since H = Zn × S 1 , one has H0 = S 1 , V0H0 = {(ν, 0, 0, Z)}, the torus part H = {e} × S 1 with V H = {(ν, 0, 0, Z(τ ))} and V H = {(ν, 0, 0, Z(τ )), with Z(τ ) being (2π/n)-periodic}, i.e., with modes which are multiples of n: here p = q = n and γ0 = Id. Furthermore, if K is such that H /K ∼ = Z2 then n is even, K ∼ = Zn/2 ×S 1 K and V corresponds to (ν, 0, 0, Z(τ )) where Z(τ ) is (4π/n)-periodic, i.e., with modes which are multiples of n/2. Thus, dH and dK are given by the number of negative eigenvalues λ of the system (∓ε1 − λµ, −z − n2 z + bZn µ − λz), in the spaces of (2π/n) and (4π/n)-periodic functions, where b = 2n3 /ν0 , that is b is positive. Since, for λ < 0, the second equation z +(n2 +λ)z = bµa cos nτ is non-resonant, its particular solution has to be z = ε1 cos nτ , with ε1 = bµ(a0 ±ρ)/λ = ∓λµ. Since b > 0, one has a contribution, for µ = 0, only at a0 −ρ with λ = −(b(a0 −ρ))1/2 . For µ = 0, one has non-trivial solutions only for n2 + λ = k 2 , hence, in the spaces under consideration, only for λ = (m2 − 1)n2 for the case of (2π/n)-functions, i.e., with

282

4 Equivariant Degree and Applications

modes mn and, for λ < 0, only for m = 0, while for the case of (4π/n)-functions, i.e., with modes mn/2, for λ = (m2 /4 − 1)n2 and, for λ < 0, only for m = 0 and 1. For this last case, with m = 1, one has a two-dimensional kernel, while for m = 0, the kernel is one-dimensional. Hence, nH (a0 + ρ) = 1, nH (a0 − ρ) = 2, while nK (a0 + ρ) = nK (a0 − ρ) = 2, since we have to look at modes in V K ∩ (V H )⊥ . Note that, if one restricts the study to even functions z(τ ), then the linearization is invertible at a0 ± ρ, the Morse number nH is the same but nK is lowered by one. Thus, taking into account that η = −1, since the orbit is one-dimensional, one has dH (a0 + ρ) = 1,

dH (a0 − ρ) = −1,

and, for n even, one has dK (a0 ± ρ) = 0, according to Proposition 3.3. ± H ± (f ) × i⊥ (Df⊥ X), as in Theorem 3.1, we have, Hence, by writing i± (fε ) as i⊥ ± H i⊥ (f ) = ±[FH∗ ]⊥ ,

where FH∗ is the normalized generator. From Proposition 3.1 in Chapter 3, the other elements in i⊥ (f H ) are 0. It remains to identify the irreducible representations of H in (V H )⊥ , that is for x and y only, their isotropy Kn0 , the operators B˜ l and their Morse numbers as well as the isotropy subspaces. Lemma 3.11. There are n different irreducible representations of H in (V H )⊥ , with Kn0 ≡ {(l, ψ = −2π n0 l/n), l = 0, . . . , n − 1}, for n0 = 0, . . . , n − 1. The space V Kn0 is spanned by functions x(τ ), y(τ ), z(τ ) with the property that



x(τ ) x(τ + 2π/n) = R2π n0 /n y(τ ) y(τ + 2π/n) and z(τ ) is 2π/n-periodic. More precisely, x(τ ) = Re X(τ ), y(τ ) = Im X(τ ), where X(τ ) =

∞ 

xm ein0 τ eimnτ .

−∞

Furthermore, if (x(τ ), y(τ )) is in V Kn0 , then (x(τ ), −y(τ )) is in V Kn−n0 . Proof. This is just a straight application of Lemma 9.6 of Chapter 1, after one notices that, since γ0 = Id, then α0 = αj = aj = 0 and that H acts on z(τ ) only by the time shift of 2πl/n for l = 0, . . . , n − 1, i.e., that z(τ ) is (2π/n)-periodic. Recall that the action of H on (x(τ ), y(τ )) is by the time shift and a rotation Rψ . Hence, on the mode m, one has

iψ



xm 2π ilm/n x 0 −1 e Rψ e P m e2πilm/n , =P ym ym 0 e−iψ

4.3
-Index for an orthogonal map



where 2P =

xm ym



1 1

283

i . −i

will be fixed if either ψ ≡ −2π lm/n, [2π ], and ym = −ixm or



xm 2πilm/n x e ψ ≡ 2π lm/n, [2π ], and ym = ixm , since Rψ = m leads to ym ym Hence,

ei(ψ+2πlm/n) (xm + iym ) = xm + iym ei(−ψ+2πlm/n)) (xm − iym ) = xm − iym . Thus, for each n0 fixed, 0 ≤ n0 < n, one has Kn0 , as in the statement of the lemma, and modes m = n0 + kn, with yn0 +kn = ixn0 +kn , and also modes m = ˜ with y −n0 + kn = −n0 − kn, ˜ = ix−n0 −kn ˜ . The first set of modes gives x1 (τ ) −n0 −kn and the second, with the condition that x(τ ) = x1 (τ ) + x2 (τ ) must be real, gives x2 (τ ) = x¯1 (τ ), with y1 (τ ) = −ix1 (τ ), y2 (τ ) = ix2 (τ ). Note that, for n0 = 0 or n/2, the modes in x1 and x2 are the same: for n0 = 0, the functions x(τ ) and y(τ ) are (2π/n)-periodic, while, for n0 = n/2, they are (2π/n)-anti-periodic. Note also that, for m = n0 , the elements of V Kn0 are (cos n0 τ, sin n0 τ ) and (− sin n0 τ, cos n0 τ ).  In order to compute the Morse numbers at a0 ± ρ, one has to look at negative eigenvalues of −Ln X (respectively −Mn X), when restricted to V Kn0 ∩ (V H )⊥ , i.e., only for the functions x(τ ) and y(τ ): the parts corresponding to the variables ν and z(τ ) are in V H . Hence, one has to consider the eigenvalue problem x  + n2 (α + 2β cos nτ )x = λx y  + n2 (α + 2β cos nτ )y = λy, for λ > 0 and x and y in V Kn0 , with an analogous linear system in the second case. One could plug in the Fourier series of Lemma 3.11 and arrive at an infinite system of equations, as in Lemmas 3.9 and 3.10. However, it is simpler to see that this Morse number is constant in the regions separated by the curves αk/n (β): since the operators are self-adjoint no eigenvalue may change sign without going through 0. In particular, one may compute them for β = 0. Furthermore, since the linearization is H -equivariant, this argument can be done for each V Kn0 separately. Also, since ± H i⊥ (f ) = ±[FH∗ ]⊥ and deg⊥ (fε ; ) = i− (fε ) + i+ (fε ), the only n0 ’s which will count in this last degree are those for which there is a change when crossing αk/n (β), at (α0 , β0 ), when β varies, that is, those for which Ln X is not invertible in V Kn0 . Hence, one may identify these n0 ’s by looking, as above, at the kernel of Ln at β = 0, α = (k/n)2 . ˜ with 0 ≤ k0 < n, then the only n0 ’s for which there is a Lemma 3.12. Let k = k0 + kn, change in the Morse number are n0 = k0 and n0 = n−k0 . If nn0 (a0 ±ρ) is this Morse  (β ), number, one has nk0 (a0 ± ρ) = nn−k0 (a0 ± ρ). Furthermore, if ε0 = Sign αk/n 0

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4 Equivariant Degree and Applications

(a) if 2k/n is not an integer, then the complex Morse numbers are nk0 (a0 + ε0 ρ) = [2k/n] nk0 (a0 − ε0 ρ) = [2k/n] + 1, where [2k/n] is the integer part of 2k/n; (b) if 2k/n = k1 , then, on the left transition curve, one has nk0 (a0 + ε0 ρ) = k1 − 1 nk0 (a0 − ε0 ρ) = k1 , while, on the right transition curve, one has nk0 (a0 + ε0 ρ) = k1 nk0 (a0 − ε0 ρ) = k1 + 1. Proof. It is enough to look at the spectrum of x  + αn2 x, for β = 0, near α = Kn0 2 (k/n)
∞ andininτ Vinmτ , that is for x (and y) as in Lemma 3.11. One gets, for X(τ ) = 0 e , and λ ≥ 0, −∞ xm e (−(n0 + mn)2 + αn2 − λ)xm = 0. ˜ the only non-zero modes are such that For λ = 0, α = (k/n)2 , k = k0 + kn, ˜ i.e., n0 + mn = k, and n0 = ±k0 + (±k˜ − m)n, that is n0 = k0 and m = k, n0 = n − k0 and m = −k˜ − 1, i.e., n0 + mn = −k. For λ > 0 and α = (k − ε)2 /n2 , one has a contribution of the mode mn + n0 , i.e., ˜ − ε)2 − (k0 + mn)2 = −(mn − kn ˜ + ε)(2k0 + mn + with xm = 0, only if λ = (k0 + kn ˜kn − ε) > 0, that is for all integers m between −k˜ − 2k0 /n + ε/n and k˜ − ε/n. Taking ε small enough, it is easy to see that the number of m’s in this interval is [2k/n], if ε > 0, and 2k/n not an integer, [2k/n] + 1, if ε < 0, and 2k/n not an integer, while, if 2k/n = k1 , one has k1 − 1 such m’s, if ε > 0, and k1 + 1, if ε < 0. If 2k/n is not an integer the y component is completely determined by x1 (τ ) which is complex, i.e., the real Morse number is twice the complex Morse number. Furthermore, if a0 > 0, that is, if β0 > 0, then the point (α0 , a0 − ρ) is to the left of the curve αk/n (β), if ε0 = −1, and to the right, if ε0 = 1, while (α0 , a0 + ρ) has the inverse collocation. Being to the left means ε > 0 and to the right means ε < 0. On the other hand, if a0 < 0, that is, if β0 < 0, then (α0 , a0 − ρ) is to the right of αk/n (β), if ε0 = 1, and to the left, if ε0 = −1. If 2k/n = k1 , a crossing of the transition curve will increase (or decrease according to the sign of ε0 ) the real Morse number by 1, but then the y-component will give a similar contribution, with a total complex Morse number changing by 1. In particular, on the left transition curve, a0 − ρ will be with ε > 0, if ε0 = −1 (and the complex Morse number for a0 + ρ is increased by 1), while a0 + ρ will be with ε > 0, if

4.3
-Index for an orthogonal map

285

ε0 = 1, with an increase of 1 in the Morse number for a0 − ρ. On the right transition curve, if ε0 = 1, then a0 − ρ corresponds to ε < 0, while, if ε0 = −1, then a0 + ρ corresponds to ε < 0. Crossing the transition curve will decrease the Morse number by 1. Finally, since V Kn0 and V Kn−n0 are isomorphic the Morse numbers are equal.  Since
/H has dimension one, one has (for the relevant isotropy subgroups) that, according to Theorem 3.1, ∗ ¯ = [F
]⊥ + nk0 [Fk∗ ]⊥ + nn−k0 [Fn−k i⊥ (9X) ] , 0 0 ⊥

since
is two-dimensional, hence, in the formula of Theorem 3.1, one has only s = 1. Note that, if 2k/n = k1 , then there is only one Fk∗0 . Theorem 3.2. The orthogonal degree for the spring-pendulum system is  deg⊥ (fε ; ) = − Sign αk/n (β0 )([FK∗ n ]⊥ + [FK∗ n−n ]⊥ ), 0

0

where k ≡ n0 , [n], and only one generator if 2k/n = k1 , with n0 = 0 or n/2. From (β0 , αk/n (β0 )) there is a global bifurcation, in V Kn0 and V Kn−n0 , of a branch of ˜ or returns to another non-trivial solutions which is either unbounded in (ν, x, y, Z) intersection of the line α = αk/n (β0 ) with the curve αk/n (β) with an opposite sign of  . αk/n Solutions (x, y) on the branch are not identically zero (except at ν = ν0 /n, β = β0 , α = αk/n (β0 )), have 2k zeros in [0, 2π ) and satisfy the symmetry of Lemma 3.11, i.e., for V Kn0



x(τ ) x(τ + 2π/n) R2π n0 /n = , y(τ ) y(τ + 2π/n) z(τ ) is (2π/n)-periodic and (x(τ )), −y(τ )) is in V Kn−n0 . Proof. Using the product formula of Theorem 3.1, one has i± (fε ) = ±([FH∗ ]⊥ + nk0 (a0 ± ρ)([FK∗ n ]⊥ + [FK∗ n−n ]⊥ )). 0

0

Since deg⊥ (fε ; ) = i+ (fε ) + i− (fε ), one gets deg⊥ (fε ; ) = (nk0 (a0 + ρ) − nk0 (a0 − ρ))([FK∗ n ]⊥ + [FK∗ n−n ]⊥ ). 0

0

The difference of Morse numbers is −1 if ε0 = 1 and 1 if ε0 = −1, and the same argument works for 2k/n = k1 . The argument for the global bifurcation comes from Theorem 5.2 in Chapter 2 and Proposition 3.1, in particular, that the bifurcation takes place in V Kn0 and V Kn−n0 . The relation between the two branches is given in Remark 3.7 and the isomorphism (x, y) → (x, −y) of Lemma 3.11, between the two isotropy subspaces. The nodal

286

4 Equivariant Degree and Applications

properties follow from the fact that the equations for x and y are of the form x  + f (τ )x = 0, hence, the number of zeros on the branch is conserved. Furthermore, the branch cannot return to a point on a curve αk  /n (β), with k   = k, since, when x goes to 0 and near a bifurcation point, the number of zeros is determined by k: Lemmas 3.9 and 3.10. Since (x, y) is in V Kn0 , then, if x(τ ) ≡ 0, one has y(τ ) ≡ 0, unless 2n0 /n = k1 . Hence, if (x, y) tends to (0, 0) on the branch, one has to go to a bifurcation point, ˜ Z = a cos(nτ ˜ + ϕ) and α = αk/ i.e., with ν = ν0 /n, ˜ n˜ (β). In the limit, the elements ˜ on that curve need to have 2k zeros, thus, k = k and, from the periodicity of Z(τ ), n˜ should be a multiple of n. From the fact that on each curve αk/ ˜ n˜ there are only two

˜ n˜ 0 , the above linearizations which are not invertible, corresponding to V Kn˜ 0 and V Kn− argument is reversible and n = n. ˜ Thus, the only (x, y) = (0, 0) on the branch are the bifurcation points from the trivial solutions. Of course, this argument may also be  given directly from the fact that the bifurcation is in V Kn0 .

Remark 3.11. If one varies α, one obtains “surfaces” bifurcating from the curve αk/n (β), following the arguments of
-epi maps of [I.M.V.0]. In particular, for any segment, in the (α, β)-plane, which is transversal to αk/n (β), either the branch is unbounded over the segment (in (x, y, Z)), or it covers one of the end points. For instance, if one has a-priori bounds, then the branch covers one of the components of the complement of the curve: See [I. p.395]. Remark 3.12. If one wishes to use the reversibility, then one may restrict the study to fixed point subspaces of R˜ ε and of Rπ R˜ ε , i.e., for Z(τ ) even, x(τ ) and y(τ ) of equal parity (ε = 1) or opposite parity (ε = −1). (a) Fixing the parity will destroy the equivariance with respect to the time shift. On the other hand, if x(τ ) and y(τ ) have the same parity, that is ε = 1, one will keep the equivariance with respect to Rψ and the equations are still orthogonal. In this case
= S 1 , acting via Rψ , and the isotropy of (x = 0, y = 0, Zn = a cos nτ ) is H = S 1 , with only one strict subgroup K = {e}. In order to compute ± H (f ), one has to count the negative eigenvalues λ of the linearization in i⊥ V H = {(ν, 0, 0, Z(τ )), with Z(τ ) even and 2π-periodic}, Df± (µ, z) = (∓ε1 − λµ, −z − n2 z + bZn µ − λz), ˜ ), with Z(τ ˜ ) even. As before, for µ  = 0, where z(τ ) = ε1 cos nτ + Z(τ one has a contribution only at a0 − ρ. On the other hand, if µ = 0, then ε2 = 0 and Z˜  + (n2 + λ)Z˜ = 0 will give 2π -periodic even solutions for ˜ ) = cos kτ . Thus, dH (a + ρ) = (−1)n λ = k 2 − n2 with 0 ≤ k < n and Z(τ n+1 and dH (a − ρ) = (−1) . As before, one has ∗ ]⊥ ) i± (fε ) = ±(−1)n [FS∗1 ]⊥ × ([FS∗1 ]⊥ + n(a0 ± ρ)[F{e}

4.3
-Index for an orthogonal map

287

and, as a consequence, ∗ ]⊥ deg⊥ (fε ; ) = (−1)n (n(a0 + ρ) − n(a0 − ρ))[F{e}  ∗ = −(−1)n Sign αk/n (β0 )[F{e} ]⊥ ,

 (β ), if one since the difference, in the complex Morse numbers, is − Sign αk/n 0 crosses the curve αk/n (for x(τ ) and y(τ ) even) or the curve α˜ k/n (for x(τ ) and y(τ ) odd). Solutions on the branch conserve the parity, by construction, and the nodal properties. However, since the periodicity of Z(τ ) on the branch is only 2π, there is no topological argument to prevent the branch coming out of (β0 , αk/n (β0 )) to go to a point (β1 , αk/n˜ (β1 ) = αk/n (β0 )), for a n˜ different from n. Furthermore, one may have x(τ ) ≡ 0 or y(τ ) ≡ 0 on the bifurcating branch.

In fact, if one puts y(τ ) ≡ 0, then the system reduces to two equations and one may use the standard Leray–Schauder degree theory on spaces of functions (x(τ ), Z(τ )), with are 2π -periodic, with Z(τ ) even and x(τ ) of a given parity, either even or odd. On these spaces, the kernels of the linearization of fε are one-dimensional (due to the parity of Z(τ )) on the curve αk/n (β), with a change in the index from a0 − ρ to α0 + ρ. Hence, one has the same bifurcation results, but now of planar solutions. It is likely that these solutions, rotated by Rψ , generate the solutions obtained by the reversibility argument. However, except for the case where 2k/n is an integer, they are different from the ones given in V Kn0 . Hence, one has a double bifurcation from (β0 , αk/n (β0 )), if 2k/n is not an integer, of planar and non-planar solutions. (b) For the case of opposite parity, then the equivariance with respect to Rψ is also destroyed. However, the subspaces V Kn0 remain fixed by the action of R˜ −1 , that is, if ∞  X(τ ) = xm ei(n0 +nm)τ , −∞

with x(τ ) = Re X(τ ) and y(τ ) = Im X(τ ), then, if all xm ’s are taken real, one has x(τ ) =

∞  −∞

xm cos(n0 + nm)τ

and

y(τ ) =

∞ 

xm sin(n0 + nm)τ,

−∞

and x(τ ) is even, while y(τ ) is odd. On the other hand by taking all xm ’s pure imaginary, then x(τ ) will be odd and y(τ ) will be even. Thus, by decomposing functions in V Kn0 as sums of the form (x(τ ) even, y(τ ) odd) and (x(τ ) odd, y(τ ) even), one may study the equations in the above subspaces. One will have a jump of one eigenvalue when crossing αk/n (β) and one may use the Leray– Schauder theory in that space. However, this invariance property of V Kn0 is not clear a priori, while the existence of V Kn0 , coming from the analysis of twisted orbits is natural.

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4 Equivariant Degree and Applications

(c) From the stability in the complement of the Arnold’s tongues, it seems likely that the first bifurcation will correspond to a crossing of a transition curve, i.e., with 2k/n an integer and a planar solution.

4.4

-Index of a loop of stationary points

In this last section of the book, we shall study the case of an isolated loop of stationary solutions, for problems with one extra parameter, with the main intention of applying the results to different kinds of Hopf bifurcation. More precisely, let F : R × U → W be a
-equivariant map such that F has a simple loop P of zeros in R × U
, on which F is regular, with the usual compactness if U is infinite-dimensional. Hence DF has a one-dimensional kernel, at each point of P , generated by the tangent vector to P . This situation forces U and W to be equivalent representations (see § 5 in Chapter 1). Then, if  is a small invariant neighborhood of P such that F
has only P as zeros in 
, one may define deg
(F ; ). Furthermore, if X, in R × U , is written as X
⊕ X⊥ and F as F
⊕ F ⊥ , the regularity implies that DX⊥ F ⊥ is invertible, hence, as it has been done already several times deg
(F ; ) = deg
((F
(X
), DX⊥ F ⊥ (X
)X⊥ ); ). We have in mind the special case of the Hopf bifurcation, or variations of it, that is U = R × V , and X is written as (µ, ν, X0 , X⊥ ), with X0 in V
, while F
(µ, ν, X0 ) = (ρ 2 − µ2 − ν 2 , F0 (µ, ν, X0 )), with F0 (µ, ν, 0) = 0. Thus, the loop P is the circle ρ 2 = µ2 + ν 2 , X0 = X⊥ = 0. If we assume that DX0 F0 (µ, ν, 0) is invertible on the loop, then one may simplify further the computation of the
-degree deg
(F ; ) = deg
((ρ 2 − µ2 − ν 2 , DX0 F0 (µ, ν, 0)X0 , DX⊥ F ⊥ (µ, ν, 0)X⊥ ); ) and we take  to be {(µ, ν, X0 , X⊥ ) : µ2 + ν 2 < 4ρ 2 , &X0 &, &X⊥ & < 2ε}. As we have seen in Corollary 5.2 of Chapter 1, one has deg
(F ; ) = Q0 J
(DX0 F0 , DX⊥ F ⊥ ), where Q0 is the suspension by 2t − 1 and J
is the J
-homomorphism, or Whitehead map, from the set of all
-homotopic classes from S 1 into GL
(V ) into the group 
SR×V (S V ): J


[S 1 → GL
(V )]
−→ 
SR×V (S V ) A(µ, ν) −→ (&X& − ε, A(µ, ν)X), recalling that the homotopy τ (ρ 2 − µ2 − ν 2 ) + (1 − τ )(&X& − ε) is valid on ∂, once A(µ, ν) = diag(DX0 F0 , DX⊥ F ⊥ )|µ2 +ν 2 =ρ 2 has been extended, to all (µ, ν),

4.4
-Index of a loop of stationary points

289

by defining A(µτ, ντ ) = τ A(µ, ν), for τ ≥ 0 and µ2 + ν 2 = ρ 2 . Note that, from Definition 8.1 of Chapter 1, the group 
SR×V (S V ) requires an extra variable, here given by t = 2µ − 1. Recall also that Q0 is an isomorphism provided dim V
≥ 3, see Corollary 7.1 of Chapter 3. Example 4.1 (The classical Hopf bifurcation). In order to motivate the study described above, consider the problem of finding 2π-periodic solutions to the autonomous system dX − L(µ)X − f (X, µ) = 0, X in RN , (ν0 + ν) dt where f (X, λ) = 0(&X&2 ). Thus, X = 0 is a solution for all (µ, ν). The problem is equivalent, on Fourier series, to in(ν0 + ν)Xn − L(µ)Xn − fn (X, µ) = 0,

n ≥ 0,

where fn is S 1 -equivariant. Clearly, a necessary condition for the existence of solutions with X ≡ 0, is that in(ν0 + ν)I − L(µ) is not invertible. Hence, assume that L(0) has ±iν0 as eigenvalues, but that inν0 I − L(0) is invertible for n  = 1 (non-resonance condition), then this will be case for (µ, ν) close to (0, 0) and one may solve, by the implicit function theorem for instance, for Xn in terms of (µ, ν, X1 ) and one is reduced to (i(ν0 + ν)I − L(µ))X1 − f˜1 (X1 , µ, ν) = 0, where, due to the uniqueness of Xn , one has f˜1 (eiϕ X1 , µ, ν) = eiϕ f˜1 (X1 , µ, ν). If, furthermore, iν0 is a simple eigenvalue of L(0), then the Ljapunov–Schmidt reduction leads to (iν − a(µ))x − f˜(x, µ, ν) = 0, where a(0) = 0 and L(µ) has the eigenvalue iν0 + a(µ), the variable x is now in C and f˜ is S 1 -equivariant and 0(|x|2 ). Using this last fact for x = reiϕ , one is finally reduced to r(iν − a(µ) − g(r, µ, ν)) = 0, with g(r, µ, ν) = 0(r). If Re a  (0)  = 0 (non-zero speed crossing), then one may solve uniquely, again by the implicit function theorem, these two equations for (µ, ν) in terms of r, giving periodic solutions. In this derivation, the S 1 -equivariance was used, at the last step, to reduce the dimension of the domain. Now, if one has resonances or a non-simple eigenvalue, or more symmetries, the argument does not work anymore. But, on the other hand, the
-degree (an S 1 -degree in the case of classical Hopf bifurcation) can be computed. Let us return to the general situation described at the beginning of this section, i.e., to Q0 J
(DF ), where DF is the linearization at (µ, ν, 0) of (F0 , F ⊥ ), with respect to (X0 , X⊥ ). Using a Ljapunov–Schmidt reduction, we may assume that V is finite dimensional. Since DF is
-equivariant, it has a block diagonal structure (Theorem 5.3 of Chapter 1) DF = diag(DX0 F0 , DYj Fj⊥ , . . . , DZl Fl⊥ , . . . , DZk Fk⊥ ),

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4 Equivariant Degree and Applications

where Yj is made of real coordinates with an action of
as Z2 , while
acts on the complex coordinate Zl as Zml and on Zk as S 1 . Each of the pieces of DF depends on (µ, ν) and is invertible on the circle µ2 + ν 2 = ρ 2 . In particular, the determinant of each piece has a constant sign on the circle, positive for the complex matrices. Now, we have seen in Theorem 8.3 of Chapter 1, that if A(µ, ν) = diag(A0 , Aj , Bl , Ck ), ∼ where A0 corresponds to X0 , Aj to Yj with j = 1, . . . , r and isotropy Hj with
/Hj = Z2 , and Bl or Ck correspond to Zl or Zk with action of
as Zml or S 1 , is such that A0 and Aj have positive determinant, then J
is a morphism of groups, i.e., J


1 (GL
+ (V )) −→ 
SR×V (S V ) is such that

J
(AB) = J
(A) + J
(B),

where all pieces of A and B have positive determinants. In order to compute deg
(F ; ), we shall use this property of J
by relating first
J (A) to J
(A∗ ), where A∗ is obtained from A by changing the sign of one row in case A has a negative determinant, in which case A∗ has a positive determinant (of course this will be done for each piece A0 , Aj of A). Let I0 be the linear map which changes the first component of X0 into its opposite and Ij the similar map for Yj . Since the addition in 
SR×V (S V ) is defined on t, the maps I0 and Ij induce two morphisms on this group by Ij∗ [f (X)]
= [f (Ij X)]


Ij∗ [f (X)]
= [Ij f (X)]
, for j = 0 (and I0 ), and j = 1, . . . , r. Lemma 4.1. The morphisms Ij∗ and Ij∗ have the following properties: (a) Ij∗2 = Ij∗2 = Id, (b) Ij∗ Ik∗ = Ik∗ Ij∗ , Ij∗ Ik∗ = Ik∗ Ij∗ , Ij∗ Ik∗ = Ik∗ Ij∗ , (c) I0∗ [f ]
= −[f ]
. (d) If dim V
≥ 3, then I0∗ [f ]
= I0∗ [f ]
. (e) If dim{Yj } ≥ 3, then Ij∗ [f ]
= Ij∗ [f ]
. (f) If dim{Yj } = 1, then [J
Aj (µ, ν)]
= 0. (g) If dim{Yj } = 2, then Ij∗ [J
Aj ]
= −Ij∗ [J
Aj ]
and 2Ij∗ [J
Aj ]
= 2[J
Aj ]
.

4.4
-Index of a loop of stationary points

291

(h) If dim{Yj } ≥ 3, then 2[J
Aj ]
= 0, where, for j = 0, {Y0 } stands for V
. Proof. Since Ij2 = Id, it follows that Ij∗ and Ij∗ are involutions. Furthermore, the commutativity is immediate. Notice that, via a rotation, one has that (2t − 1, −x0 ) is homotopic to (1 − 2t, x0 ). This proves (c). Now, if one suspends by yj , with isotropy Hj (taking again y0 with H0 =
), one has [Ij f, yj ] = [f, −yj ] = [f (Ij ), yj ], by performing the rotations between the components or the variables. Hence, Qj Ij∗ [f ]
= Qj Ij∗ [f ]
. But, from Corollary 7.1 of Chapter 3, Qj is an isomorphism if dim{Yj } ≥ 3, proving (d) and (e). Finally, if dim{Yj } = 1, then Aj (µ, ν) is a non-zero scalar, deformable to a constant. Hence, [J
Aj ]
= [|yj |−1, ±yj ]
= 0. On the other hand, if dim{Yj } ≥ 3, then 2[Aj ] = 0 if det Aj > 0 (see Theorem 8.3 in Chapter 1), or 2[Ij A j ]
= 0 if −1 0 det Aj < 0. For the case dim{Yj } = 2, let Ij be the matrix , then, if 0 1 det Aj > 0, one has that Aj is homotopic to λd , where λ = µ + iν and Yj is written as y1 + iy2 . Then, according to Theorem 5.1 of Chapter 3, one gets [J
Aj ]
= [|Yj | − 1, Aj Yj ]
= dη, where η is the Hopf map and a generator of (Hj ). Recall that, in this case (Hj ) ∼ = Z × Z2 , generated by η = (|Yj | − 1, λYj ), which is such that its degree (as a map from (µ, ν, y1 > 0) into R3 ) is 1, and by η1 with 2η1 = 0. Then, Ij∗ [J
Aj ]
= dIj∗ η = d[|Yj | − 1, −λY¯j ]
= d(η + d1 η1 ), since the degree of (yj − 1, −λy1 ), for y1 > 0, is also 1. Since 2η1 = 0, one has part of the answer, with Ij∗ [J
Aj ]
= d([J
Aj ]
+ d1 η1 ). On the other hand, if det Aj < 0, then Aj Ij has a positive determinant and homotopic to λd Yj , for some d. Then, Ij∗ [J
Aj Ij ]
= dIj∗ η = d(η + d1 η1 ) = [J
Aj ]
, from the above result and since Ij∗2 = Id. One gets Ij∗ [J
Aj ]
= dη = [J
Aj ]
− dd1 η1 = d([J
Aj ]
+ d1 η1 ), since 2η1 = 0. ¯ one has, if det Aj > 0 and using the fact that the Furthermore, since Ij λIj = λ, map λ → λ¯ is homotopic to I0∗ , [J
Ij Aj Ij ]
= Ij∗ Ij∗ [J
Aj ]
= −[J
Aj ]
,

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4 Equivariant Degree and Applications

hence Ij∗ [J
Aj ]
= −Ij∗ [J
Aj ]
. If, on the contrary, det Aj < 0, then Aj Ij has positive determinant and one has Ij∗ Ij [J
Aj ]
= Ij∗ [J
Aj Ij ]
= −Ij∗ [J
Aj Ij ]
= −[J
Aj ]
, 

with the same result.

Remark 4.1. We shall prove below, in Lemma 4.2, that, after one suspension, one has Qj (Ij∗ η) = Qj (η − η1 ) = Qj (η + d1 η1 ), that is (1 + d1 )Qj η1 = 0, where Qj η and Qj η1 generate (Hj ) ∼ = Z2 × Z2 in this dimension. Thus, 1 + d1 is even, or else d1 is odd and may be taken to be −1. Let us now return to the matrix A(µ, ν) = diag(A0 , Aj , Bl , Ck ), where the different pieces have the same meaning as before. Let εj = Sign det Aj , for j = 0, 1, . . . , r, that is, for the pieces of V
and V Hj ∩ (V
)⊥ , where
/Hj ∼ = Z2 . Define Aj∗ = Aj I αj , where αj = (1 − εj )/2 and let A∗ = diag(A∗0 , Aj∗ , Bl , Ck ). Then A∗ (µ, ν) belongs to 1 (GL
+ (V )) and can be written as a product of matrices of the form diag(A∗0 , I, I, I ) diag(I, Aj∗ , I, I ) diag(I, I, Bl , I ) diag(I, I, I, Ck ). Thus, from the group morphism property of J
, one has    Q
J
[Aj∗ ] + Q
J
[Bl ] + Q
J
[Ck ], J
[A∗ ] = Q
J
[A∗0 ] + j

l

k

where Q
is the suspension by the corresponding identity. Hence, one has J
[A] =

r  j =0

+

∗αj

Ij

 l



[I0∗α0 Q
J
[A0 ] +





Q J [Bl ] +



 j

∗αj

Ij

Q
J
[Aj ]





Q J [Ck ]].

k

It remains to identify the action of Ij∗ on each term and to compute J
[Aj ], J
[Bl ] and J
[Ck ] in terms of the generators of 
SR×V (V ), as given in Theorems 5.1 and 5.2 in Chapter 3.

4.4
-Index of a loop of stationary points

293

Assume, for simplicity, the following dimension conditions:

(H1)

dim V
≥ 3 dim Vj ≥ 3, dimC Vl ≥ 2,

j = 1, . . . , r dimC Vk ≥ 1

where Vj is spanned by Yj = (y1 , . . . , yn ), each with isotropy Hj with
/Hj ∼ = Z2 , the space Vl is spanned by Zl = (z1 , . . . , zn ), each with isotropy Hl with
/Hl ∼ = Zp and action of
on zs as exp(2π ims /p), where ms and p are relatively prime. The coordinates Zk = (z1 , . . . , zn ), giving Vk , have isotropy Hk with action of
as exp(2πimk ϕ), including conjugates. From Theorem 7.1 of Chapter 3, any suspension of 
SR×V (S V ) is one-to-one and any suspension by one of the variables present in V is an isomorphism, in particular Q0 : recall that deg
(F ; ) = Q0 J
[DF ]
is in 
R2 ×V (S R×V ). Now, according to S Theorems 3.2 and 5.5 of Chapter 3, this group is a product of (H )’s, with (H ) ∼ = Z, if dim
/H = 1, and (H ) ∼ = Z2 ×
/H , if
/H is finite. Here, since DF is diagonal on equivalent irreducible representations of
, only those H ’s corresponding to coordinates in V will be concerned in the first computation of the
-degree of J
[DF ]. Let us write λ = µ + iν and, in V0 = V
, Vj , Vl or Vk , single out a complex coordinate z (made up of two real coordinates in the case of V0 or Vj ) and write X0 as (z, X0 ), Yj as (z, Yj ) and Zl or Zk as (z, Zl ) or (z, Zk ). As functions of (t, µ, ν, X0 , Yj , Zl , Zk ), consider the following generators F0 = (2t − 1, |z|2 − 1, λz, X0 , Yj , Zl , Zk ) Fj = (2t − 1, |z|2 − 1, X0 , λz, Yj , Zl , Zk ) Fl = (2t − 1, |z|2 − 1, X0 , Yj , λz, Zl , Zk ) Fk = (2t − 1, |z|2 − 1, X0 , Yj , Zl , λz, Zk ). The map F0 is the suspension of the Hopf map and generates (
): Lemma 5.1 + εj of Chapter 3. The
map Fj has an ordinary degree, for z in R , equal to (−1) , where εj = dim V0 + i<j dim Vi , and, as such, can be taken as one of the two generators of (Hj ): see Theorem 5.1 in Chapter 3. The same argument yields an ordinary degree of (−1)εr+1 for Fl and Fk . Since (Hl ) is Z2 × Zp , if p is even, or Z2p if p is odd, from Corollary 5.1 in Chapter 3, one may choose Fl as generator (see Lemma 5.4 in Chapter 3). For Fk one uses Theorem 3.3 in Chapter 3. Recall that DF has a diagonal structure on equivalent irreducible representations of
, in particular on Vl , with
/Hl ∼ = Zp , one has DF |Vl = diag(A1 , . . . , An ), where the action of
on Zls is as exp(2π ims /p) and As corresponds to all coordinates with the same ms .

294

4 Equivariant Degree and Applications

Theorem 4.1. Assume hypothesis (H1) holds and that DF is invertible on the loop |λ| = ρ, then, for ε small enough, one has deg
((&X&2 − ε 2 , F (µ, ν, X0 , Yj , Zl , Zk ); ) r       ∗α = Ij j (d0 [F0 ]
+ dj [Fj ]
+ ns ds )[Fl ]
+ dk [Fk ]
, j =0

where and

j

l

s

k

DF = diag(DX0 F
, DYj Fj⊥ , DZls Fls⊥ , DZk Fk⊥ ) αj = (1 − Sign det DYj Fj⊥ )/2

on the loop, for j = 0, 1, . . . , r. If η is the generator of 1 (GL+ (Vj )), i.e., η = diag(λ, I ), for j = 0, 1, . . . , r, then (a) d0 η is the class of (DX0 F
)Ioαo in 1 (GL+ (V
)) ∼ = Z2 , α (b) dj η is the class of (DYj Fj⊥ )Ij j in 1 (GL+ (Vj )) ∼ = Z2 ,

(c) For Zls , with action as exp(2π ims /p), with ms and p relatively prime, the number |ns | is an odd integer such that ns ms ≡ 1, mod p, and ds is the winding number of det(DZls Fls⊥ ), as a mapping from the loop onto C\{0}, (d) Finally, dk is the winding number of det(DZk Fk⊥ ), where
acts as exp(±imk ϕ). Proof. The only point to check is the computation of J
[DZls Fls⊥ ]
= ds [Fls ]
, where the generator Fls is built on the model of Fl but with action of
on z given by exp(2πims /p). Thus, one has to relate [Fls ]
to [Fl ]
, where the action on z for Fl is given by a fixed ms , for instance 1. This computation was done in Proposition 5.1 of Chapter 3: [Fls ]
= ns [Fl ]
, where |ns | is odd and ns ms ≡ 1, modulo p. For Hk , use Theorem 8.3 of Chapter 1.  Remark 4.2. The reader should notice that there is a slight inconsistency in our statement of Theorem 4.1: whereas we have assimilated complex conjugate representations in Vk , with action as exp(±imk ϕ), we did not do so in Vl , where exp(2π ims /p) and exp(2πi(p − ms )/p)give the same equivalent real representations (see Remark 5.3 of Chapter 1). Furthermore, in general DF |Vl is not necessarily block diagonal on conjugate representations. However, in the cases of our applications, to symmetry breaking of differential equations, on one side one may eliminate negative modes (i.e., mk < 0) and, on the other side, one has this block diagonal structure. Note that −ns (p − ms ) ≡ 1, modulo p, if ns ms ≡ 1 (see the examples of Proposition 7.3 in Chapter 3). On the other hand, if Fk is built on z with action exp(imk ϕ) and

4.4
-Index of a loop of stationary points

295

Fk on a z with a conjugate action, we have seen, in Remark 3.1 of Chapter 3, that [Fk ]
= −[Fk ]
. Hence, if DF |Vk is made of two blocks, one should have, in Theorem 4.1, the contribution (dk − dk )[Fk ]
, where dk is the winding number for the modes with action exp(imk ϕ) and dk the winding number for the conjugates. If the two blocks are of the form ±imk νI − L(µ), as in the Hopf bifurcation, with L(µ) real, then the blocks are conjugates one of the other and dk = −dk , giving 2dk [Fk ]
: then, there is no loss by considering only positive modes. It remains to study the effect of the isomorphisms Ij∗ on each of the generators. Lemma 4.2. Let Fu , u = 0, j, k, l denote any of the above generators, then (a) I0∗ [Fu ]
= −[Fu ]
. (b) Ij∗ [Fu ]
= [Fu ]
− [Fuj ]
, where Fuj , with z in Vu and yj in Vj , is the map (2t − 1, |yj | · |z| − 1, X0 , Yi , (yj2 − 1)yj , λz, . . . ). (c) If j1 = j2 , then Ij∗2 [Fuj1 ]
= [Fuj1 ]
− [Fuj1 j2 ]
, where the map Fuj1 j2 = (2t − 1, |yj1 | · |yj2 | · |z| − 1, X0 , Yi , (yj21 − 1)yj1 , (yj22 − 1)yj2 , λz, . . . ), while Ij∗ [Fuj ]
= −[Fuj ]
. Proof. Write Fu as (2t − 1, |z|2 − 1, X0 , yj , λz, . . . ), on the ball B = {0 ≤ t ≤ 1, |λ| ≤ 2, |yj | ≤ 2, |z| ≤ 2, &X0 &, . . . &Zk & ≤ 2}, then [Fu ]
= deg
(Fu ; B), by using the fact that the suspension Q0 in the definition of the
-degree is an isomorphism. Then, the deformation yj (1 − τ + τ (yj2 − 1)) is valid on ∂B. But then, deg
(Fu ; B) = deg
(Fu ; B ∩ {|yj | < 1/2}) + deg
(Fu ; B ∩ {|yj | > 1/2}). For the first degree, one may deform yj2 to 0 and obtain Ij∗ [Fu ]
. For the second degree, one may use, on the set {|yj | > 1/2}, the deformation (1 + (1 − τ )|z|)(|z|(1 − τ + τ |yj |) − 1), since, there, a zero of yj (yj2 − 1) implies |yj | = 1. For τ = 1, one gets Fuj . Since (a) was already proved in Lemma 4.1, one obtains (b). By using Ij∗2 = Id, it is easy to see that Ij∗ [Fuj ]
= −[Fuj ]
. Furthermore, by repeating the above argument, one has [Fuj1 ]
= Ij∗2 [Fuj1 ]
+ [Fuj1 j2 ]
, as stated in (c). Further applications of Ij∗ are built on the same scheme.  Finally, one may identify Fuj with some of the remaining generators of 
R2 ×V (S R×V ). S

296

4 Equivariant Degree and Applications

Lemma 4.3. Let Hu =
z and Hj =
yj , with
/Hj ∼ = Z2 and
/Hu = {e}, Zp 1 or S . (a) If Hj ≤ Hu , then [Fuj ]
is the second generator of (Hj ) ∼ = Z2 × Z2 . (b) If Hu < Hj , then
/Hu ∼ = Z2k and [Fuj ]
= 2[Fu ]
+ d[F˜u ]
, where d = 1 if k is odd and F˜u generates the second part of (Hu ) ∼ = Z2k ×Z2 , with Ij∗ [F˜u ]
= [F˜u ]
. (c) If Hu is not a subgroup of Hj and
/Hu ∼ = Zp , then [Fuj ]
is a generator of ∼ (Hu ∩ Hj ) = Zp × Z2 × Z2 , with p([Fuj ]
+ [F˜uj ]
) = 0, with 2[F˜uj ]
= 0. The third generator is [Fj u ]
. If, furthermore, Hu is not a subgroup of Hj1 , then [Fujj1 ]
is a generator for (Hu ∩ Hj ∩ Hj1 ), with p([Fujj1 ]
+ [F˜ujj1 ]
) = 0, where 2[F˜ujj1 ]
= 0. ∼ S 1 , then [Fuj ]
generates (Hu ∩ Hj ) ∼ (d) If
/Hu = = Z and [Fujj1 ]
generates (Hu ∩ Hj ∩ Hj1 ). The action of Ij∗2 follows from the above. Proof. If Hu is not a subgroup of Hj , then there is an h in Hu such that hyj = −yj , in which case
/(Hu ∩ Hj ) ∼ = (
/Hu ) × Z2 , since h2 is in Hu and acts as the identity on yj . On the other hand, if Hu < Hj and
/Hu ∼ = S 1 , then the action of
on z is given by exp i(N, / + 2π K, L/M) (see Lemma 1.1 in Chapter 1). Hence, for any L there is a /0 such that the exponential is 1, that is (/0 , L) is in Hu , since N is not 0. On yj , the action of
is given by exp(πiKj , L). Then, if Hu < Hj , this last expression should be 1 for any L, which is impossible, since
/Hj ∼ = Z2 . Thus, the only case where Hu is a subgroup of Hj is for
/Hu ∼ = Zp with a generator γ0 such that γ0 z = exp(2πi/p) and γ0 yj = −yj (if γ0 yj = yj , then any γ in
is of the form p γ = γ0k h, with h in Hu < Hj and one would have Hj =
). Since γ0 is in Hu < Hj , this implies that p is even. Now, if Hj ∼ = Hu , i.e., Hu = Hj or
, then the fundamental cell for (Hj ) can be taken as {0 < yj < 2} and Fuj is non-zero on its boundary and its class, on this boundary, is the suspension of the Hopf map, hence, from Theorem 5.1 of Chapter 3, Fuj is the second generator of (Hj ), proving (a). Now, if Hu is not a subgroup of Hj and
/Hu ∼ = Zp , then the fundamental cell for (Hu ∩ Hj ) is {(z, yj , . . . ) : 0 ≤ Arg z < 2π/p, 0 < yj < 2}, where the order for yj and z is irrelevant. Hence, from Theorems 5.3 and 5.4 of Chapter 3, one has (Hu ∩ Hj ) = Zp × Z2 × Z2 , with generators η1 , η2 and η˜ satisfying ˜ = 0, 2η2 = 0, 2η˜ = 0, and Fuj is given on η1 and η2 by the relations p(η1 + η) d1 = deg(Fuj ; B ∩ Arg z = 0)/2 and d2 = deg(Fuj ; B ∩ {yj > 0, yj = 0})/p, where yj is one of the twins of yj . By deforming yj to ε, it is clear that d2 = 0, while

4.4
-Index of a loop of stationary points

297

d1 = (−1)dim V0 +1 . Then, one may choose Fuj as the generator, instead of η1 . The other generators will be, according to Theorem 5.4 of Chapter 3 p

Fj u = (2t − 1, |z| · |zl | − 1, X0 , λz, (zl − 1)zl , . . . ) p p F˜uj = (2t − 1, |z||zl − 1| − 1, (z2 − 1)z, λ(zl − 1)zl , . . . ),

where z = (yj + iyj ) and zl belongs to Vl . Similarly, if Hu does not contain Hj nor Hj1 , with Hj different from Hj1 , so that V Hj ∩ V Hj1 = V
, one has the same situation for (Hu ∩ Hj ∩ Hj1 ) and one may take Fujj1 as a generator for this group, with the same relation as above. This proves (c). On the other hand, if
/Hu ∼ = = S 1 , then dim
/(Hu ∩ Hj ) = 1 and (Hu ∩ Hj ) ∼ Z. Then, one may compute the extension degree of Fuj on the fundamental cell C = {(z, yj , . . . ) : 0 ≤ yj ≤ 2, z ∈ R+ }, which is (−1)dim V0 +1 , as above. Hence, we may choose Fuj as a generator of the group. This proves (d). Finally, if Hu < Hj , with
/Hu ∼ = Z2k , one may construct a fundamental cell for (H ) in two different ways: the first one, as the set characterized by {z : 0 ≤ Arg z < π/k}, with the generators [Fu ]
and [F˜u ]
and the relations 2k[Fu ]
= 0, 2[F˜u ]
= 0. The second one, with a fundamental cell characterized by {(yj , z) : 0 ≤ yj < 2, 0 ≤ Arg z < 2π/k}, with the generators η1 = (2t − 1, |y| · |z| − 1, X0 , λy, (yz ¯ k − |y|)z), η2 = [Fuj ]
η˜ = [F˜u ]
= (2t − 1, |z2k − i| − 1/2, X0 , yj , λ(z2k − i)z, . . . ), where y = yj + iyj , with the relations 2η1 + d2 η2 + d˜ η˜ = 0,

k(η2 + η) ˜ = 0,

2η˜ = 0,

see Theorem 5.2 of Chapter 3: on the set B ∩ {yj > 0, yj = 0}, the map η1 has a degree equal to (−1)dim V0 k and, according to Lemma 5.3 in Chapter 3, it may be taken as a generator, since d2 and d˜ are 0 or 1. Note that, according strictly to Lemma 5.4 of Chapter 3, η˜ should be the map η˜ = (2t − 1, |yj ||yj zk − i| − 1/2, X0 , (yj2 − 1)yj , λ(yj zk − i)z), with zeros at t = 1/2, X0 = 0, yj = ±1, λ = 0, |zk ± i| = 1/2. In particular, η˜ is non-zero on the boundary of the first fundamental cell, where one has 0 ≤ Arg zk < π and zk real on the boundary. Furthermore, in the cell, the only zero is for yj = 1 and ˜ on this fundamental |zk − i| = 1/2. From here, it is easy to see that the class of η, cell, is the Hopf map, that is η˜ = [Fu ]
.

298

4 Equivariant Degree and Applications

Now, on the set B ∩ {z : Arg z = 0}, one has the following relations between the ordinary degrees: deg(Ij∗ [Fu ]) = − deg([Fu ]),

deg([Fuj ]) = 2 deg([Fu ]).

Hence, according to Lemma 5.4 in Chapter 3, one has ˜ Ij∗ [Fu ]
= −[Fu ]
+ d η,

[Fuj ]
= 2[Fu ]
+ d1 η. ˜

Since, Ij∗ [Fu ]
+ [Fuj ]
= [Fu ]
, from Lemma 4.2, one has d1 + d = 0, that is, in Z2 , d1 = d. Furthermore, in the map η1 , one may perform the equivariant rotation ¯ k − |y|))z). (((1 − τ )λ − τ (yz ¯ k − |y|))y, (τ λ + (1 − τ )(yz For τ = 1, the term |y|y − |y|2 zk is deformed linearly to |z|y − zk (on a zero of the map, one has |y| · |z| = 1). Then, |y| · |z| − 1 is deformed linearly to |z|k − 1 and, next, to |z|2 − 1. Finally, |z|y − zk is deformed (since on a zero one has |z| = 1), to y − zk and then to y. Thus, η1 = [Fu ]
. ˜ ˜ one obtains d2 = −1 and d = d. From [Fuj ]
= η2 = 2[Fu ]
+ d η˜ = 2η1 + d η, ˜ = 0, one gets dk η˜ = −k η, ˜ that is, if k is Since 2k[Fu ]
= 2kη1 = 0 and k(η2 + η) odd, one needs d = 1. Note that η˜ has the class of the Hopf map on the fundamental cell and that Ij∗ η˜ = η˜ (since 2η˜ = 0). As in Propositions 7.2, 7.6 and 7.9 of Chapter 3, we leave out the determination of d, when k is even. Note that, from Lemma 4.2 and from what we have proved in the present lemma, the effect of subsequent applications of Ij∗1 , Ij∗2 , and so on, may be easily derived. Remark that part of this theorem was proved, in Example 7.4 in Chapter 3, by using products.  Corollary 4.1 (Abstract Hopf bifurcation). Assume hypothesis (H1) and let F (µ, ν, X) be a C 1 map from R2 × U into U (of the form Identity − Compact, if U is infinite dimensional) such that F (µ, ν, 0) = 0 and DX F is invertible for 0 < µ2 + ν 2 < 4ρ 2 and X = 0. Then, there is a global continuum C of zeros of F , with X = 0, bifurcating from (0, 0, 0), which is either unbounded or returns to (µ1 , ν1 , 0)  = (0, 0, 0), if one of the following numbers is non-zero: d0 mod 2, and C is in U
; dj mod 2, and C is in U Hj ;  ns ds mod p if p is even and mod 2p if p is odd, and C is in U Hl ; dk and C is in U Hk . If C is bounded and DX F is invertible in punctured neighborhoods of the return points (µj , νj , 0), then the sum of the
-degrees in Theorem 4.1 is 0. If all the numbers are 0, then there is a
-map F˜ (µ, ν, X), with DX F˜ (µ, ν, 0) = DX F (µ, ν, 0), for µ2 + ν 2 ≤ 4ρ 2 , such that F˜ (µ, ν, X) = 0 only for X = 0.

4.4
-Index of a loop of stationary points

299

Proof. It is enough to apply Theorem 5.2 of Chapter 2 and, for the last part, the results of [I ]. The proof relies only on the fact that for any ρ > 0, small enough, there is an ε(ρ) such that F (µ, ν, X) = 0, for &X& ≤ 2ε(ρ) and ρ 2 ≤ µ2 + ν 2 ≤ 4ρ 2 , then X = 0. Then, for ε ≤ ε(ρ), one defines the set  = {(µ, ν, X) : µ2 + ν 2 ≤ 4ρ 2 , &X& ≤ 2ε}, and perform the deformation (τ (&X& − ε) + (1 − τ )(ρ 2 − µ2 − ν 2 ), F (µ, ν, X)) on ∂, followed by the linearization of F , on the loop µ2 + ν 2 = ρ 2 , to DF (µ, ν, 0)X.  Remark 4.3. There are many possible variations on the hypothesis of invertibility of DF . For instance, that DF is invertible only outside a disk of the form µ2 + ν 2 ≤ ρ02 : the above argument goes through and the bifurcation will take place from this disk. Another hypothesis, which we will use in the case of differential equations, is the following: For some ε0 , ρ0 > 0, if ρ02 ≤ µ2 + ν 2 ≤ 4ρ02 , one has (H2)

DX⊥ F ⊥ (µ, ν, 0) invertible and, in the same ring, F
(µ, ν, X0 ) = 0 if 0 < &X0 & ≤ 2ε0 .

In fact, since F ⊥ (µ, ν, X0 , X⊥ ) = 0(&X⊥ &&X&), due to the equivariance, in the above disk and for &X& ≤ 2ε0 , a zero of F is only for X⊥ = 0 and with F
(µ, ν, X0 ) = 0, i.e., with X0 = 0. Thus, the deformation of (&X& − ε, F ) to (ρ02 − µ2 − ν 2 , F ) is possible on ∂. Then, it is straightforward to deform to (ρ02 −µ2 −ν 2 , F
(µ, ν, X0 ), DX⊥ F ⊥ (µ, ν, 0)X⊥ ), since the invertibility of DX⊥ F ⊥ at (µ, ν, 0) implies its invertibility at (µ, ν, X0 ), for X0 small. Note that, for µ2 +ν 2 = ρ02 , the index of F
(µ, ν, X0 ) at 0, is well defined and independent of (µ, ν) on this circle, since one may move along the circle, with a constant index. Note also that, if F
(µ, ν, X0 ) is zero only at X0 = 0, for µ2 + ν 2 ≤ 4ρ02 , then one may deform F
, via F
(τ µ, τ ν, X0 ), to F
(0, 0, X0 ), obtaining a product map. In general, one has the following result: Corollary 4.2. Assume (H1) and (H2) hold. Then, deg
((&X&2 − ε02 , F ); ) is given as in Theorem 4.1, with d0 = deg((&X0 &2 − ε02 , F
(µ, ν, X0 )); 
), in Z2 , and I0∗α0 replaced by Index(F
(µ0 , ν0 , X0 ); 0), for any (µ0 , ν0 ) on the loop µ2 + ν 2 = ρ02 . In particular, if F
(µ, ν, X0 ) is zero only at X0 = 0, for µ2 + ν 2 ≤ 4ρ02 , then d0 = 0, there is no bifurcation of stationary solutions, and, if Index(F
(0, 0, X0 ); 0)du is non-zero, then one has a global bifurcation of non-stationary solutions in V u . α

Proof. It is clear that one may perform the above deformation for Ij j F . Thus, one may assume that each piece of DX⊥ F ⊥ has a positive determinant on the loop |λ| = ρ. α Furthermore, on that loop, the piece Ij j Aj is homotopic to diag(λdj , Id). If G(τ, λ)

300

4 Equivariant Degree and Applications

is the homotopy of the family of matrices, for |λ| = ρ, then |λ|G(τ, λρ/|λ|) is a valid α extension to . Thus, one may assume that Ij j DX⊥ F ⊥ has this special form. Let ϕ(X⊥ ) be 1 if &X⊥ & < ε0 /2 and be 0 if &X⊥ & > ε0 . Then, one may replace DX⊥ F ⊥ by (1 − ϕ)DX⊥ F ⊥ + ϕ Id∗ , where Id∗ , on a component zj such that DX⊥ F ⊥ d

d

is λdj zj , is of the form −ρ dj ηj j , with |ηj | = 1 and the dj roots of the equation ηj j = 1 are different for all j ’s. Hence, if 1 is the part of  with &X⊥ & < ε0 /2 and 2 the part with ε0 /2 < &X⊥ & < 2ε0 , one obtains deg
((ρ 2 − |λ|2 , F
, DX⊥ F ⊥ ); ) = deg
((ρ 2 − |λ|2 , F
, Id∗ X⊥ ); 1 ) + deg
(ρ 2 − |λ|2 , F
, ((1 − ϕ)DX⊥ F ⊥ + ϕ Id∗ )X⊥ ); 2 ).

In the first degree, one may deform Id∗ to Id and obtain the suspension of d0 . For the second degree, the zeros of the map are such that, for some of the pieces of DX⊥ F ⊥ , d d one has (1−ϕ)λdj zj −ϕρ dj ηj j zj = 0, with zj  = 0. Hence, ϕ = 1/2 and λdj = ρ dj ηj j , something which happens for different values of λ. Hence, one may divide the loop, and subsequently 2 , into smaller pieces, where this last relation occurs for just one value λj of λ. On each of these pieces of the loop, one may deform F
(µ, ν, X0 ) to F
(µj , νj , X0 ), obtaining a product of maps and, from Proposition 7.6 of Chapter 3, a product of degrees. In this case, it is obvious that the product of the generators is just the generator of the product. Furthermore, since the index of F
(µj , νj , X0 ) is constant on the loop, one may factor it and recompose 2 from its pieces and, in fact, return to , without the dependence on X0 . Note that, since dim V
∩ V⊥ = 0, technically the hypothesis (H1) is not satisfied for the
-degree for (λ, X⊥ ). But, one may suspend by X˜ 0 of large dimension and use Theorem 7.1 of Chapter 3, where one has that, for strict subgroups of
, this suspension is an isomorphism, due to the rest of hypothesis (H1). Note also that one could compute directly the
-degree on a small neighborhood of λj = µj + iνj , by taking the section zj in R+ , giving a contribution of Sign dj , for each root. Also, if F
(µ, ν, X0 )  = 0, for X0 non-zero and µ2 + ρ 2 ≤ 4ρ02 , then by deforming to F
(0, 0, X0 ), one may use directly the product theorem. In this case, deg((ρ02 − |λ|2 , F
(0, 0, X0 )); 
) = 0, since one may deform the first component to &X0 &2 − ε02 , obtaining a pair without zeros.  Example 4.2. As an illustration of the last corollary, consider the group Z2 acting trivially on z0 in C and as − Id on (z1 , z2 ) in C2 . Consider the
-map F = (z02 − λt, λz1 + z0 (z2 + z¯ 2 ) − t z¯ 1 , |λ|z2 − (z0 z1 + z¯ 0 z¯ 1 ) − t z¯ 2 ), where λ = µ + iν and t = |z1 |2 + |z2 |2 . Then, DX⊥ F ⊥ (λ, 0) = diag(λ, |λ|) and F
= z02 , that is (H2) is satisfied, with Index(F
; 0) = 2. Furthermore, d1 = [DX⊥ F ⊥ ] = 1 (the term |λ| is deformable to 1). From Corollary 4.2 and taking into account that 2[F1 ] = 0, one has that deg
(ρ 2 − |λ|2 , F ; ) = 0. In fact, if F (λ, X) = 0, one may write the last two components, each multiplied by t, in the

4.4
-Index of a loop of stationary points

form



z0 −t

t z¯ 0



z0 z1 z0 z2

+ −

t z¯ 2 t z¯ 1

301

= 0.

If X  = 0, the matrix is invertible and, conjugating the second component, one may write the vector as



z0 t z1 = 0. z¯ 2 −t z¯ 0 Hence the only zero of F is (λ, 0), i.e., with no bifurcation. Remark 4.4. For a correct application of Corollary 4.1, it is important to note that if du = 0, then there is global bifurcation in V u . But this does not mean that the isotropy of the solution is exactly Hu . Similarly, one may have dr and ds non-zero for two subgroups Hr and Hs . Hence, one will have global bifurcation in V Hr and V Hs , but it may happen that these branches are the same in V Hr ∩ V Hs , with an isotropy H which contains Hr ∪ Hr . Even if dH = 0, this is not enough to guarantee that the two solutions are distinct. In fact, consider the action of S 1 on C4 via eiϕ (z1 , z2 , z3 , z4 ) = (e2iϕ z1 , e3iϕ z2 , e6iϕ z3 , e6iϕ z4 ), and the map F (λ, X) = (X0 , λz1 , λz2 , λz3 + z13 , λ¯ z4 + z23 ). From the linearization, it is easy to see that dZ2 = 1 = dZ3 and dZ6 = 0, corresponding to the linear map diag(λ, λ¯ ), with winding number equal to 0. However, the non-trivial solutions are for λ = 0, z1 = z2 = 0, i.e., in V Z6 . Similarly, the map (|λ|2 x0 + |z1 |2 + |z2 |2 , λz1 , λz2 ), with action of S 1 as eiϕ (x0 , z1 , z2 ) = (x0 , e2iϕ z1 , e3iϕ z2 ), has d
= 0, dZ2 = dZ3 = 1, but the non-trivial solutions are for λ = 0 = z1 = z2 . Clearly, if it is known that there is no bifurcation in any V H for H containing Hr ∪ Hs and the numbers dHr and dHs are non-zero, then one will have two distinct branches. This is the case if DF H (λ, 0) is invertible, for all such H ’s, or in the situation of Corollary 4.2. Example 4.3 ( Hopf bifurcation for autonomous differential equations). Let us return to the autonomous system g(µ, ν, X) ≡ (ν0 + ν)

dX − L(µ)X − f (X, µ) = 0, dt

X in RN ,

where f (X, µ) = 0(&X&2 ), or equivalently, to the infinite system of Fourier series (in(ν0 + ν)I − L(µ))Xn − fn (X, µ) = 0,

n ≥ 0,

where fn is S 1 -equivariant. Note that the equation for n = 0, i.e., for the stationary part, is independent of ν.

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Proposition 4.1. Assume that L(0) has eigenvalues ±im1 ν0 , . . . , ±ims ν0 and that, for µ small but non-zero, L(µ) has its corresponding eigenvalues off the imaginary axis. Assume also that if L(µ)X + f (X, µ) = 0, for µ and &X& small, then X = 0. Then, for any ε and ρ small enough, degS 1 ((&X& − ε, g(µ, ν, X)); {|λ| ≤ 2ρ, &X& ≤ 2ε}) is well defined and equal to s 

dmj [Fmj ]S 1 ,

j =1

where dmj = Index(L(µ)X + f (X, µ); 0)σmj and σmj is the net crossing number of eigenvalues of L(µ) at imj ν0 , that is the number of eigenvalues which cross the imaginary axis at imj ν0 , when µ goes through 0, from left to right minus the number of those which cross from right to left. Proof. The hypothesis insures that in(ν +ν0 )I −L(µ) is invertible for λ = µ+iν non zero and small, provided n > 0. The second part of the hypothesis implies that one may apply Corollary 4.2. From the point of view of the reduction to finite dimension, any contraction argument will lead to considering the modes m1 , . . . , ms and 0. Note that the second part of the hypothesis is met if L(0) is invertible, in which case the index of the statement is just the sign of det L(0). It remains only to compute the winding number of det(imj (ν0 + ν)I − L(µ)). It is enough to recall that one may identify the eigenvalues λ1 (µ), . . . , λN (µ) of L(µ) in a continuous way (unless the eigenvalue is simple, or L(µ) is selfadjoint, the corresponding eigenvector is not continuous, although the projection on the generalized eigenspace is continuous: see for instance [K]). Then, if one writes λk (µ) = αk (µ) + iβk (µ), it is clear that in the above determinant one may deform to 1, in C, all the terms corresponding to eigenvalues which do not satisfy αk (0) = 0 and βk (0) = imj ν0 . Thus, the winding number of the determinant is the degree of (−αk (µ) + imj (ν − γk (µ)), where k runs over all eigenvalues corresponding to the generalized eigenspace ker(L(0) − imj ν0 I )αj , of dimension d, and βk (µ) = imj (ν0 + γk (µ)). Since αk (µ)  = 0 for µ = 0, and γk (0) = 0, one may deform, on µ2 + ν 2 = ρ 2 , the term γk (µ) to 0. Furthermore, αk (µ) may be deformed to Sign αk (µ) and then the corresponding factor is deformed to 1, in C, if αk (µ) does not change sign. While, if αk (µ) changes sign as ±µ, then one may deform it to ±µ. Thus, one has to compute the degree of (−µ + imj ν)n+ (µ + imj µ)n− , where n± are the number of eigenvalues which cross the imaginary axis at imj ν0 as ±µ, when µ goes through 0. Hence the degree is n− − n+ . This gives the result up to an orientation factor (−1)N +1 , given by the change from n− − n+ to n+ − n− and to the degree of − Id in RN . This factor is absorbed by the generator Fmj . The fact that d0 = 0 comes from the special case of hypothesis (H2). 

4.4
-Index of a loop of stationary points

303

Remark 4.5. Let us return to the point of the type of the solutions. Consider the three-dimensional system        µ 1 0 x1 P (X, µ) x1 (1 + ν) x2  = −1 µ 0  x2  + Q(X, µ) , x3 x3 R(X, µ) 0 0 µ2 where P , Q, R are C 2 functions with vanishing first derivatives at X = 0. Here the action is that of S 1 and only two modes are important: n = 1, with a crossing of a simple eigenvalue from left to right, and n = 0 with a non-negative eigenvalue touching the origin at µ = 0. (a) If R(X, µ) = a(µ)x12 +b(µ)x22 +c(µ)x1 x2 +x33 +H.O.T., where H.O.T. means terms of order 3 (different from x33 ) and higher. Since L(µ) is singular, one has to look at the stationary solutions in order to verify hypothesis (H2). In this case, one may solve the first two equations, for x1 and x2 in terms of x3 , with xi = 0(x32 ), i = 1, 2. The last equation will be of the form x3 (µ2 + x32 + 0(x33 )), which, for x3 small, has the only solution x3 = 0. Hence, one obtains a global branch of truly periodic solutions, since the index of L(µ)X + f (X, µ) is 1, for µ small and non-zero. (b) If the third equation is replaced by (1 + ν)x3 = R(X, µ), then, as above, the only stationary solution, for µ small, is X = 0 and its index is 1 (from the term x33 ). Thus, one has the same behavior as in the preceding case. (c) Take the system, with P = Q = 0, R(X, µ) = x12 + x22 . Then, any periodic solution gives either µ = ν = 0, or x1 = x2 = 0. But x3 = x12 + x22 ≥ 0 cannot have a periodic solution, unless x1 = x2 = 0. Thus, µ = 0, x1 = x2 = 0, x3 in R is a global branch of stationary solutions. Example 4.4 (Hopf bifurcation for autonomous systems with symmetries). We consider the problem of finding (2π )-periodic solutions to the system g(µ, ν, X) = (ν + ν0 )

dX − L(µ)X − f (X, µ, ν) = 0, dt

X in RN ,

for (µ, ν) close to (0, 0) and f (X, µ, ν) = o(&X&). Here we shall assume that L(µ) and g(X, µ, ν) are
0 -equivariant. Then the problem is equivalent to the system (in(ν + ν0 )I − L(µ))Xn − fn (X, µ, ν) = 0,

n ≥ 0, Xn in CN .

We shall assume that L(µ) has the same spectral behavior as in the preceding example and, for simplicity, that L(0) is invertible. Now, if Xnj is the j ’th coordinate of Xn , then the action of
= S 1 ×
0 on Xnj is of the form exp i(N j , / + 2π K, Lj /M + nϕ),

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4 Equivariant Degree and Applications

as in Section 1 of Chapter 1, with n ≥ 0. Hence, Xnj and Xkl belong to the same representation only if n = k, N j = N l and Lj ≡ Ll , mod M. Since n ≥ 0, conjugates will enter only for n = 0, N j = −N l , Lj ≡ −Ll , i.e., for conjugate representations of
0 . Furthermore, if Hnj is the isotropy of Xnj , then
/Hnj is finite only if n = 0 and N j = 0, in which d0j = 0, since L(0) is invertible. Similarly, if
/H0j ∼ = S1, one obtains also d0j = 0. Now, since L(µ) is
0 -equivariant, one has L(µ) = diag(L0 (µ), Lk (µ), . . . , Ll (µ)), where
0 acts trivially on L0 , as − Id on Lk and as Zm or S 1 on Ll . One gets the following application of Theorem 4.1: Proposition 4.2. Assume L(0) is invertible and has eigenvalues ±im1 ν0 , . . . , ±ims ν0 , with 0 < m1 ≤ m2 ≤ · · · ≤ ms , and with the corresponding eigenvalues of L(µ) off the imaginary axis, for µ small and non-zero, and L(µ) = diag(L0 , Lk , . . . , Ll ), with Lk of real dimension at least 3 and Ll of complex dimension at least 2, then   ∗α   Ik k dnj [Fnj ]
, deg
((&X& − ε, g); {|λ| < 2ρ} × {&X& < 2ε}) = n≥1

where dnj is the net crossing number of eigenvalues of in(ν + ν0 )I − Lj (µ) in V Hj , where Hj is the isotropy of the piece corresponding to Lj . The generator Fnj is, up to an orientation factor, the suspension of (1 − |znj |2 , λznj ). The terms α0 , αk are (1 − Sign det L0 )/2 and (1 − Sign det Lk )/2 respectively. One has Ik∗ [Fnj ]
= [Fnj ]
− [Fnj k ]
, where the last generator corresponds to the resonance of the stationary part Lk (µ), with action of
0 as − Id, on the n-th mode znj . For I0 , the action of I0∗ is the antipodal one. If dnj  = 0, one has a global bifurcation in V Hj , with solutions X(t) which satisfy q

X(t) = γ0 X(t + 2π/q), where γ0 is in
0 , γ0 0 is in Hj and nq0 = q. Proof. This follows from Theorem 4.1, Corollaries 4.1 and 4.2 and Lemma 9.4 in Chapter 1. In order to determine αk , it is enough to see which subgroups of
give
/H ∼ = Z2 : this is possible only if n = 0, N j = 0 and
0 acts as − Id. Note that, due to spectral conditions, there are at most N/2 possible dnj which may be non-zero.  Example 4.5 (Hopf bifurcation for time-dependent differential equations). Consider the problem of Hopf bifurcation for the equation dX − L(µ)X − f (µ, ν, X) − ε0 h(X, µ, ν, t) = 0, X ∈ RN , dt where X(t) is 2π-periodic, (µ, ν) is close to 0, the autonomous term has f (µ, ν, X) = o(&X&) and the non-autonomous term has h(0, µ, ν, t) = 0 and is (2π/p)-periodic in t. Thus, for ε0 = 0, one has an S 1 -action, while for ε0  = 0, the action is reduced to a Zp -action. g(µ, ν, X) = (ν + ν0 )

4.4
-Index of a loop of stationary points

305

Proposition 4.3. Assume L(0) is invertible and has eigenvalues ±im1 ν0 , . . . , ±ims ν0 , with 0 < m1 ≤ m2 · · · ≤ ms , and with the corresponding eigenvalues of L(µ) off the imaginary axis, for µ small and non-zero. Then, for ε0 small enough, the Zp -degree of (&X& − ε, g) with respect to B2ρ × B2ε is well defined and equal to  dH [FH ]Zp ), Sign det L(0)(d
[F
]Zp + p  |p

where, if dn denotes the net crossing number of eigenvalues of in (ν + ν0 )I − L(µ), one has d
≡

∞ 

dkp mod 2,

k=1

dH ≡

 j

nj

∞ 

dmj p/p +kp mod 2p if p  is odd and mod p if p  is even.

k=1

Here,
/H ∼ = Zp , for any divisor p of p, the sum is over all mj ’s, relatively prime to p  , with 1 ≤ mj < p , and |nj | is odd such that nj mj ≡ 1, modulo p . If d
is odd, one obtains Hopf bifurcation of (2π/p)-periodic solutions, while if dH is not congruent to 0, one has Hopf bifurcation of (2πp  /p)-periodic solutions. Proof. If h(X, µ, ν, t) = A(t)X + . . . one may choose ε0 so small that the Fredholm operator (ν+ν0 )d/dt −L(µ)−ε0 A(t) is invertible, for µ2 +ν 2 = ρ 2 , from the space of 2π-periodic C 1 functions onto the space of 2π -periodic C 0 functions: this comes from the fact that, for |µ| ≤ ρ, L(µ) is invertible and has no pure imaginary eigenvalues, for µ  = 0, close to a multiple of ν0 , hence the operator (ν + ν0 )d/dt − L(µ) is invertible on the loop. Furthermore, one may Zp -deform g(µ, ν, X), on the loop, to (ν + ν0 )X − L(µ)X, considered, when ε0  = 0, as a Zp -equivariant linear map. While, for ε0 = 0, any non-zero winding number dn of in(ν + ν0 )I − L(µ) will give rise to a Hopf bifurcation of 2π -periodic solutions (not necessarily least periodic), for ε0  = 0, we have to study the isotropy subgroups H of Zp for its action on Fourier series, that is as exp(2πink/p) on Xn , with 0 ≤ k < p. Hence, if n/p = n /p , with n and p  relatively prime, the isotropy H of Xn will be H = {k = 0, p  , 2p , . . . (p/p − 1)p  } ∼ = Zp/p and
/H ∼ = Zp . Now, two representations of Zp will be equivalent, on Xn and Xm and as complex representations, if and only if n ≡ m, modulo p. Furthermore, in order to apply Theorem 4.1, one needs to identify all modes Xm which have exactly H , as above, as isotropy, i.e., such that the action of
on Xm is of the form exp(2π ims k/p  ), for k = 0, . . . , p − 1 and where ms and p  are relatively prime, with m/p = ms /p  . Then, ms = mj + ap , with 1 ≤ mj < p , and mj and p relatively prime, and m = mj p/p + ap. If p  is prime, then any integer mj between 1 and p − 1 is allowed. Clearly, if nj , with |nj | odd, is such that mj nj ≡ 1, modulo p , then ms nj ≡ 1, modulo p . Also, if H =
, then m = kp, since p = 1 and mj = nj = 1.

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4 Equivariant Degree and Applications

Finally, since
acts only on the non-trivial modes, Ik∗ is not present, except for I0∗ which contributes Sign det L(0).  Remark 4.6. Note first that this symmetry breaking argument was given, in an abstract form, in Proposition 7.3 in Chapter 3. From the point of view of Hopf bifurcation, note that a mode m belongs to just one p : in fact, if m = m1 p/p1 +k1 p = m2 p/p2 +k2 p, then m1 p2 − m2 p1 = kp1 p2 , where mj and pj are relatively prime. But this implies p1 = p2 . Thus, it is convenient to list the divisors of p in increasing order and begin with the smallest (1 corresponds to d
). Then, for a given integer j < p , either j is relatively prime to p  or the corresponding modes jp/p  + kp have already been assigned to a smaller divisor of p. Note also that, if mj nj ≡ 1, modulo p , with mj and p relatively prime, then it is also true for mj = p − mj and nj = −nj : this natural pairing corresponds to conjugation. Finally, note that if p is an odd prime (if p  = 2, then mj = nj = 1), then, due to the pairing, one has to consider all integers between 1 and (p − 1)/2, with n1 = 1, n2 = (1 + p )/2, if this number is odd, or n2 = (1 − p  )/2 otherwise, and n(p −1)/2 = p − 2. Finally, for p ≤ 7, we refer the reader to the examples after Proposition 7.3 in Chapter 3, where d
and dH are computed in terms of the dn ’s. Remark 4.7. Recall that, if the bifurcation index is 0, then, given a linear part, there is a non-linear part at the level of Fourier series (not necessarily coming from a differential equation) such that there is no bifurcation. Here, we shall give an example, which is parallel to Example 2.5, showing how one may force a linear system which has a Hopf bifurcation with a linear time-periodic perturbation which destroys the bifurcation. Take p any integer larger than 1 and consider the following system for 2π -periodic functions: x  − µx  + νx + 2ε((p + 1)y cos pt + y  sin pt) = 0 y  − (p − 1)µy  + (p − 1)2 νy − 2ε(p − 1)((2p − 1)x cos pt + x  sin pt) = 0. For ε = 0, µ close to 0 and ν close to 1, one has a vertical Hopf bifurcation for (x, 0) with n = 1 and for (0, y) with n = p − 1. The winding numbers are all 0, except d1 = dp−1 = 1. For ε  = 0, the system is equivalent to (−n2 − iµn + ν)xn + ε((n + 1)yn−p − (n − 1)yn+p ) = 0 (−n2 − iµn(p − 1) + ν(p − 1)2 )yn − ε(p − 1)((n + p − 1)xn−p − (n − p + 1)xn+p ) = 0. Taking the first equation for n = 1 and the second for n = p − 1, one obtains the pair ((ν − 1 − iµ)x1 + 2ε y¯p−1 , (p − 1)2 ((ν − 1 − iµ)yp−1 − 2ε x¯1 )),

4.4
-Index of a loop of stationary points

307

with only zeros x1 = yp−1 = 0, unless ν = 1, µ = 0 and ε = 0. For ε  = 0, the remaining equations form a closed system with invertible diagonal, that is, the only solution, for ε small and (µ, ν) close to (0, 1), is x = y = 0. For p = 1, one takes out the factors p − 1, in the second equation, and one has d1 = 2 but the same result holds. It would be interesting to have similar simple examples for, say, p = 3, d1 = 6, dj = 0 for j > 1, or p = 5, d1 = 3, d2 = −1 and dj = 0 otherwise. Remark 4.8 (Global Hopf bifurcation). In this book we have not stressed the aspects of global bifurcation, since [IMPV] and [I] deal with this problem. However, we should warn the reader about the meaning of unboundedness of global branches, in particular for the equation νX = g(X, µ). As explained in Remark 2.3 of Chapter 3, this equation has to be transformed into an equation of the form Id-compact, in order to apply any degree theory in infinitedimensional spaces. The integral equation will then have the term ν −1 , that is, when ν goes to 0, the equation becomes unbounded. Hence, a natural parameter for the global bifurcation is the period T = 2π/ν. Furthermore, if g(X, µ) is C 1 and one has a 2π-periodic solution X(t), then, ν 2 |X (t) − X  (0)|2 ≤ L2 |X(t) − X(0)|2 ,  2π where L is a bound for Dg(X(s), µ) on the orbit. Since 0 X (t) · X  (0) dt = 0, from the periodicity, one obtains ν 2 &X &2 ≤ ν 2 (&X  &2 + |X  (0)|2 ) ≤ 2π 2 L2 &X &2 . Thus, for a non-stationary solution lying in a bounded region of RN , one has √ ν ≤ π 2L. Also, if X(t) is close to a stationary solution X0 , the Fourier series inνXn − Dg(X0 )Xn = hn (X), imply that, if |ν| > &Dg(X0 )&, then the only solution is a stationary solution and X0 cannot be a bifurcation point of truly periodic solutions. Note that, if there are no stationary solutions in some bounded subset of RN , then K ≤ |g(X)| ≤ M, and K ≤ |ν|&X  & ≤ M. In particular, any truly periodic solution, in a bounded subset  of H 1 , will be, from Sobolev inequality, bounded in RN and, from the above, with a bounded frequency. Thus, the global Hopf theorem should be stated as: either the branch of non-trivial solutions is unbounded in (µ, T , &X&1 ), or returns to another trivial solution, where trivial solution means either X = 0, if one has complemented with &X&1 − ε, or a stationary solution, if the complementing map is &X  & − ε: in this last case, one needs that there is no bifurcation of stationary solutions at (0, 0), for instance, if L(0) is invertible.

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Example 4.6 (Hopf bifurcation for autonomous systems with first integrals). Consider the problem of finding 2π -periodic solutions to the problem g(X, µ) =

dX − L(µ)X − f (X, µ) = 0, dt

X in RN , f (X, µ) = o(&X&),

for which one has a family of first integrals V (X, µ). Thus, ∇V (X, µ) is orthogonal to g(X, µ) for each fixed µ, that is ∇V is orthogonal, on RN , to LX+f and ∇V (X(t), µ) is L2 -orthogonal to g(X(t), µ), if X(t) is 2π -periodic. As explained in Example 2.8, this problem is equivalent to finding 2π-periodic solutions to the equation dX − L(µ)X − f (X, µ) − ν∇V (X, µ) = 0, dt where, if one has a solution with ∇V (X, µ) = 0, then ν = 0. Assume there is a family of stationary solutions X(µ) such that g(X(µ), µ) = 0, ∇V (X(µ), µ) = 0. Without loss of generality, we may take X(µ) ≡ 0. Let ∇V (X, µ) = H (µ)X + k(X, µ),

with k(X, µ) = o(&X&).

Lemma 4.4. One has the following relations: H (µ) = H T (µ),

L(µ)T H (µ) + H (µ)L(µ) = 0.

Proof. The first relation follows immediately from the fact that H (µ) is the Hessian of V . For the second relation, from the orthogonality (L(µ)X + f (X, µ), ∇V (X, µ)) = 0, one obtains, dividing by &X&2 and taking limits when X goes to 0: (L(µ)X, H (µ)X) = 0, and thus, from (X, (LT H + H L)X) = 0, the symmetric matrix LT H + H L is 0.  Assume that L(0) has eigenvalues ±im1 , . . . , ±ims , with 0 < m1 ≤ · · · ≤ ms , counted with multiplicities. Let λj (µ) = αj (µ) + iβj (µ) be the eigenvalues of L(µ), for µ close to 0, such that αj (0) = 0, βj (0) = βj . We shall impose the following hypothesis: (Hj )

a) If λj (µ) = imj , for µ close to 0, then µ = 0. b) ker H (0) ∩ ker(imj I − L(0)) = {0} for j = 1, . . . , s.

Proposition 4.4. Hypothesis (Hj ) is equivalent to have imj I − L(µ) − νH (µ) invertible for (µ, ν)  = (0, 0), but close to (0, 0).

4.4
-Index of a loop of stationary points

309

Proof. If imj I − L(µ) − νH (µ) is invertible, take ν = 0, µ  = 0, then one obtains (a). On the other hand, taking µ = 0, ν = 0, one gets (b). Conversely, consider the complex scalar product ((L(µ)+νH (µ)−λI )X,H (µ)X) = (H (µ)L(µ)X,X)+ν&H (µ)X&2 −λ(H (µ)X,X), where λ = α + iβ. The first term on the right is, due to Lemma 4.4, purely imaginary, while the other two are real, since H (µ) is real. Hence, if λ is an eigenvalue of L(µ) + νH (µ), with corresponding eigenvector X, one obtains ν&H (µ)X&2 = α(H (µ)X, X). On the other hand, one has, in general, &(L(µ) + νH (µ) − λI )X&2 = &(L(µ) − λI )X&2 + ν 2 &H (µ)X&2 + 2ν Re((L(µ) − λI )X, H (µ)X) = &(L(µ) − λI )X&2 + ν 2 &H (µ)X&2 − 2να(H (µ)X, X). Thus, if λ = imj and X is an eigenvector, then α = 0, ν&H (µ)X& = 0 and X is an eigenvector of L(µ) − imj I . From (a), this implies µ = 0 and, from (b), one needs H (0)X  = 0, thus, ν = 0.  We shall need some information on the spectral behavior of L(µ): Lemma 4.5. Assume (Hj ) holds, then, for small µ, one has the following. (a) For any k ≥ 1, ker H (µ) ∩ ker(L(µ) − λj (µ)I )k = {0}. (b) If λ = λj (µ) is an eigenvalue of L(µ) so are −λ and ±λ¯ , with the same algebraic multiplicity. (c) If iβ = λj (µ) is a simple eigenvalue of L(µ) with corresponding eigenvector X, then (H (µ)X, X)  = 0. (d) If iβ = λj (µ) is an eigenvalue of L(µ), with generalized eigenspace ker(L(µ) − iβI )k , then H (µ) induces a non-degenerate quadratic form on this eigenspace, with a well-defined signature σβ (µ). Proof. If (a) is false for k = 1, then there are sequences µn converging to 0, eigenvalues λn converging to imj , eigenvectors Xn , with norm 1, and a subsequence converging to some X, such that (L(µn ) − λn I )Xn = 0, H (µn )Xn = 0. Taking limits, one will get a contradiction to (Hj ). For k > 1, let X be such that (L(µ) − λI )k X = 0 and set Y = (L(µ) − λI )n X, where n is the largest integer for which (L(µ) − λI )n X  = 0, hence n < k. Thus, (L(µ) − λI )Y = 0. If H (µ)X = 0, then H (µ)Y = (−1)n (L(µ)T + λI )n H (µ)X = 0, from Lemma 4.4. Hence, from the case k = 1, one has Y = 0, which results in a contradiction.

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For (b) one uses the relation H (µ)(L(µ) − λI )k = (−1)k (L(µ)T + λI )k H (µ). ¯ with the same algebraic multiplicity. Since L(µ) is real, if λ is an eigenvalue, so is λ, From the above relation, this is also the case for −λ (and −λ¯ ) as eigenvalue of L(µ)T , with eigenvector H (µ)X, non-zero because of (a), and hence for L(µ). Since H (µ) is a one-to-one morphism from ker(L(µ) − λI )k into ker(L(µ)T + λI )k , the second space is at least as large as the first. Decompose orthogonally RN as V (µ) ⊕ V (µ)⊥ , where V (µ) = ker H (µ). Since H (µ) is symmetric, the space V (µ)⊥ is Range H (µ). From the relation L(µ)T H (µ)+ H (µ)L(µ) = 0, one obtains, on this decomposition,

A(µ) B(µ) L(µ) = , 0 C(µ) with C(µ)T H (µ) + H (µ)C(µ) = 0. Since H (µ) is invertible on V (µ)⊥ , one has C(µ) = −H (µ)−1 C(µ)T H (µ), which implies that dim V (µ)⊥ is even. From (Hj ), it follows that, if λ = λj (µ), then A(µ) − λI is invertible and, from the triangular form of L(µ), one has



I 0 I (A(µ) − λI )−k Dk (A(µ) − λI )k 0 (L(µ)−λI )k = , 0 I 0 I 0 (C(µ) − λI )k that is, ker(L(µ) − λI )k is isomorphic to ker(C(µ) − λI )k . Furthermore, the relation with H (µ) gives H (µ)(C(µ) − λI )k = (−1)k (C(µ)T + λI )k H (µ), with H (µ) invertible on this subspace. Thus, ker(C(µ)T + λI )k has the same dimension as ker(C(µ) − λI )k . This implies that ker(L(µ) − λI )k and ker(L(µ)T + λI )k have the same dimension and that H (µ) is an isomorphism between them. The equality of the algebraic multiplicities follows from standard arguments. For (c), if iβ is a simple eigenvalue of L(µ), with eigenvector X, then, from (a), H (µ)X  = 0 and H (µ)X generates ker(L(µ)T + iβI ). If (H (µ)X, X) = 0, then X would be orthogonal to H (µ)X, hence X would belong to Range(L(µ) − iβI ) and the multiplicity of iβ would be greater than 1. For (d), if k is the ascent of L(µ) − iβI , then one has the (non necessarily orthogonal) decomposition CN = ker(L(µ) − iβI )k ⊕ Range(L(µ) − iβI )k . Let P be the orthogonal projection on ker(L(µ) − iβI )k . Since H (µ) is an isomorphism from this last space onto ker(L(µ)T + iβI )k = (Range(L(µ) − iβI )k )⊥ , then P H (µ)P generates a symmetric bilinear form on ker(L(µ) − iβI )k . Furthermore, if P H (µ)X = 0, for some X in this space, then (X, H (µ)Y ) = 0, for any Y in this space and, from the above isomorphism, X is orthogonal to ker(L(µ)T + iβI )k , hence X belongs to Range(L(µ) − iβI )k , that is X = 0: hence the quadratic form is non-degenerate. 

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-Index of a loop of stationary points

311

Definition 4.1. (a) The signature of a complex self adjoint matrix A, i.e., the number of positive eigenvalues minus the number of negative eigenvalues (A may be singular) will be denoted by σ (A). (b) We shall denote, for µ  = 0, by σj± (µ) the sum of the signatures of H on  ker(L(µ) − iβj (µ))k , for βj (µ) > mj and close to mj (for σj+ (µ)) and for βj (µ) < mj and close to mj (for σj− (µ)). Let σj (µ) = σj+ (µ) + σj− (µ). Note that Hypothesis (Hj ) implies that σj± (µ) are well defined for µ = 0. We shall prove below that, in fact, they remain constant provided µ does not change sign and that σj (µ) = σj (0). Recall that Sylvester inertial law says that σ (A) is independent of the basis. In order to compute the Hopf bifurcation indices, we shall need the following perturbation result ˜ Lemma 4.6. (a) For each fixed µ, one may perturb L(µ) to L(µ) and H (µ) to H˜ (µ), such that the relationship L(µ)T H (µ) + H (µ)L(µ) = 0 is preserved during the ˜ perturbation and L(µ) has all its purely imaginary eigenvalues, close to imj , simple ˜ and σj (H (µ)) = σj (H (µ)). (b) σj (µ) = σj (0) and σj± (µ) are constant for µ  = 0. Proof. From considerations, it is enough to look at C(µ), such that our previous

A(µ) B(µ) L(µ) = , on (ker H (µ))⊥ . In order to lighten the notation, we shall 0 C(µ) drop the µ dependence. Let iβ be an eigenvalue of C, close to some imj and let k be the least integer such that V (µ)⊥ ∼ = Cs , with s even, and Cs = ker(C − iβI )k ⊕ Range(C − iβI )k . Let P be the orthogonal projection onto ker(C − iβI )k and let F = i k−1 P H (C − iβI )k−1 P = P H Ak−1 P . It is easy to check that H A = A∗ H and F ∗ = F¯ T = F . Furthermore, if F X = 0, then H (C −iβI )k−1 P X would be orthogonal to ker(C −iβI )k , i.e., in Range(C T +iβI )k , that is H (C − iβI )k−1 P X = (C T + iβI )k Y , for some Y . Apply C T + iβI to this equality, use the anticommutativity for H and (C − iβI ) and the fact that P X is in ker(C − βI )k , to conclude that (C T + iβI )k+1 Y = 0. But, since ker(C T + iβI )k+1 = ker(C T + iβI )k , by definition of the ascent, this implies that (C T + iβI )k Y = 0, or else, since H is an isomorphism, that (C − iβI )k−1 P X = 0. Since ker(C − iβI )k−1 is strictly contained in ker(C − iβI )k , one concludes that F is not identically 0 and that ker F = ker Ak−1 . Thus, there is a non-zero X, in ker(C −iβI )k , and λ1  = 0, such that F X1 = λ1 X1 . Normalize X1 in such a way that (F X1 , X1 ) = η1 = Sign λ1 . Let Xj = i j −1 (C − iβI )j −1 X1 = Aj −1 X1 ,

j = 1, . . . , k.

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Then (H Xj , Xl ) = η1 if l + j = k + 1 and 0 if l + j > k + 1. Define Y1 = X1 + a2 X2 + · · · + ak Xk Yj = i j −1 (C − iβI )j −1 Y1 = Aj −1 Y1 ,

for j = 1, . . . , k,

where
a2 , . . . , ak are obtained by setting (H Y1 , Yj ) = 0, for j = 1, . . . , k − 1: since
j −1 Yj = al A Xl = al Xj +l−1 , one has  am al (H Xm , Xj +l−1 ) = 2η1 ak−j +1 + · · · , (H Y1 , Yj ) = l+m≤k−j +2

where the suspension dots correspond to indices less that k−j +1. From this triangular form, it is clear that one may find a2 , . . . , ak . Since Yk = Xk  = 0 (from (H Xk , X1 ) = η1 ), and Yj = AYj −1 , it is standard to see that {Y1 , . . . , Yk } form a sub-basis of ker Ak and that A, on this basis, is in Jordan form, with 0 on the diagonal and 1 on the lower diagonal. Furthermore, (H Yl , Yj ) = (H Al−1 Y1 , Yj ) = (H Y1 , Al−1 Yj ) = (H Y1 , Yj +l−1 ) = 0 if j + l ≤ k, = 0 for m > k, this product is also 0 if j + l > k + 1. While, and, since Ym
al (H Xl , Xk ) = η1 . Thus, on the {Yj } basis, the matrix H is 0 (H Y1 , Yk ) = everywhere except on the antidiagonal, l + j = k + 1, where it is η1 . Repeat this process for each eigenvalue of F , then replace F by P H Ak−2 P , on ker F , and so on. The result is a basis and a change of variables T for ker Ak , for which A and H are in the above form. More precisely, if Yj = T ej , then J ≡ T −1 AT and Q = T ∗ H T . Then, on ker Ak , one has C = iβI − iT J T −1 . By repeating this Jordan process for all eigenvalues (not necessarily pure imaginary) of C, one gets C = T (9 − iJ )T −1 , where J corresponds to the Jordan blocks and 9 is a diagonal matrix composed with the eigenvalues of C. Let λ be such an eigenvalue, of algebraic multiplicity k. Then, if X is in ker(C − λI )k , one has that T −1 X is in ker(9 − iJ − λI )k , while H X is in ker(C T + λI )k = (Range(C + λ¯ I )k )⊥ , hence T ∗ H X belongs to (Range(9 − iJ + λ¯ I )k )⊥ = ker(9∗ + iJ T + λI )k . Thus, Q maps ker(9 − iJ − λI )k onto ker(9∗ + iJ T + λI )k , i.e., associating the generalized kernels of 9 for λ and −λ¯ (they are the same if λ = iβ). Hence, if 9, on the direct

sum of these kernels , 0 A ¯ ), then Q is of the form , assuming that λ is not is of the form diag(λI, −λI A∗ 0 ∗ pure imaginary. From here, it is easy to see that Qi9 = (i9) Q. On the other hand, since H (iC) = (iC)∗ H , one has Q(i9 + J ) = ((i9)∗ + J T )Q. Thus, QJ = J T Q. Now, take any real number γ and consider the self-adjoint matrix (on (ker H )⊥ ), γ H + iH C = H (γ I + iC). From Sylvester law, one has σ (γ H + iH C) = σ (Q(γ I + i9 + J )).

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313

Assume that γ  = β, for any iβ eigenvalue of C. Then, Q(γ I +i9+J ) is invertible and self-adjoint. Hence, any self-adjoint perturbation, which preserves the invertibility, will also preserve the signature. An admissible perturbation is Q(−τ J ), for any τ . Hence, σ (γ H + iH C) = σ (Q(γ I + i9))   Sign(γ − β)σβ (Q) + σλ,−λ¯ (Q(γ I + i9)), = β∈R

iλ ∈R

where σβ (Q) is the signature of Q on ker(i9 + J + βI )k , i.e., the signature of P H P ¯ But, on ker(C − iβI )k , and σλ,−λ¯ corresponds to the pair of eigenvalues λ and −λ. if (X, Y ) is an eigenvector of Q(γ I + i9) on this pair of eigenspaces, with real eigenvalue ξ , then ¯ ξ X = (γ − i λ)AY, ξ Y = (γ + iλ)A∗ X, that is, ξ 2 X = ((γ − β)2 + α 2 )AA∗ X, is λ = α + iβ, with α = 0. Since Q is invertible (as H on this space), on has that A∗ X  = 0 and ξ  = 0, independently of γ . Thus, this part of the signature is independent of γ . Take then γ1 < γ2 , with iγj not an eigenvalue of C, one obtains σ (γ2 H + iH C) − σ (γ1 H + iH C) = 2



σβ (Q).

γ1 <β<γ2

Let us take ε > 0, so small that γj H +iH C +εI is invertible, hence the signatures are unchanged, and consider the invertible matrices γj H +iH L+εI , whose signature is σ (γj H +iH C)+dim ker L. Then, the above difference is valid for γj H +iH L+εI and for γj H˜ + i H˜ L˜ + εI if H˜ and L˜ are sufficiently close to H and L. In particular,
γ1 <β<γ2 σβ (µ) is locally constant, provided iγj is not an eigenvalue of L(µ). Then, choosing γ1 < mj < γ2 , and γ1 , γ2 close to mj , one gets that σj (µ) is constant for small µ and σj± (µ) remain constant provided µ keeps the same sign. This proves (b). Now, recall that Q, on a Jordan block associated to iβ, is η1 I ∗ , where I ∗ is the anti-diagonal. It is easy to see, by induction, that det(Q − λI ) is (λ2 − η12 )m , if the dimension of the block is 2m, or (λ2 − η12 )m (η1 − λ), if the dimension is 2m + 1. Hence σ (Q) is 0, if the dimension of the block is even, and η1 , if the dimension is odd. This argument implies, for (a) to be true, that, for such a block, one will have no imaginary eigenvalue for the perturbed problem, if the dimension is even, and only one, if the dimension is odd. Note that, on such a block, Q2 = I . Let K = diag(1, 2, . . . , m, m+1, m, . . . , 2, 1), if the block has dimension 2m+1, or K = diag(1, 2, . . . , m, m, . . . , 2, 1), if the dimension is 2m. On this block, define S˜ = QK. Then, S˜ is the anti-diagonal matrix with elements (1, 2, . . . , 2, 1) and ˜ on the generalized eigenspaces with QK = KQ, that is S˜ is self-adjoint. Define S, ˜ −1 . Define, eigenvalue non pure imaginary, as 0 (also on ker H ) and let S = T ∗−1 ST

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for ε small enough,

A B ˜ ˜ H = H + εS, L = . 0 (H + εS)−1 H C ˜ = (i L) ˜ ∗ H˜ . (Note that we are Then, ker H˜ = ker H, H˜ is self-adjoint and H˜ (i L) not claiming that S is real. Since we are studying the winding number of complex determinants, S may be complex self-adjoint). ˜ close to imj , one has det((H +εS)−1 H C −λI ) = Then, if λ is an eigenvalue of L, 0, since A − imj I is invertible. Thus, det(C − λI − λεH −1 S) = det(9 − iJ − λI − λεK) = 0. Thus, either λ is a non pure imaginary eigenvalue of C or λ = iβ/(1 + εl), for l = 1, . . . , m or m + 1 according to the parity of the dimension of K. Thus, the Jordan block is split into m two-dimensional blocks and one single eigenvalue if the dimension is odd. By choosing different sets of integers for different blocks, one may assume that the Jordan blocks are at most two dimensional. On such a block, one may take S˜ = −η1 I and

iβ − λ λε −1 ˜ , 9 − iJ − λI − λεQ S = −i + λε iβ − λ with two eigenvalues, for ε > 0 small, off the imaginary axis, since β, being close to mj , is positive. Thus, after the deformation, an even dimensional block will give rise to eigenvalues off the imaginary axis, while an odd dimensional block gives a single pure imaginary eigenvalue, below iβ. Then, the stability analysis of the signature will complete the proof of the lemma.  In order to complete the set of hypothesis needed for the S 1 -index computation, we shall assume one of the following two conditions: (H0 )

a) L(µ) is invertible for µ = 0, small b) ker H (0) ∩ ker L(0) = {0},

(H0 )

There are ε0 , ρ0 > 0, such that if L(µ)X + f (X, µ) = 0, for &X& ≤ 2ε0 and |µ| ≤ 2ρ0 , then either X = 0, or |µ| < ρ0 and ∇V (X, µ)  = 0.

As in Proposition 4.4., (H0 ) is equivalent to the invertibility of L(µ) + νH (µ), for (µ, ν) = (0, 0) and small. Furthermore, its clear that (H0 ) implies (H0 ) which, in turn, implies that if L(µ)X + f (X, µ) + ν∇V (X, µ) = 0, then, if &X& ≤ 2ε0 and µ2 + ν 2 ≤ 4ρ02 , either X = 0 or ν = 0 and |µ| < ρ0 , that is, hypothesis (H2) of Remark 4.3 is verified. We are then in the position of applying Corollary 4.2, where d0 will be computed later.

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315

Proposition 4.5. Assume (H0 ) and (Hj ) hold for j = 1, . . . , s. Then the S 1 -degree of (&X&2 − ε02 , X − L(µ)X −
f (X, µ) − ∇V (X, µ)) on the set {&X& ≤ 2ε0 , µ2 + ν 2 ≤ 2 4ρ0 } is given by d0 [FS 1 ] + s1 dj [Fmj ], where dj = Index(L(ρ0 )X + f (X, ρ0 ); 0)(σj+ (−ρ0 ) − σj+ (ρ0 )), with σj± (ρ) are given in Definition 4.1. If (H0 ) holds, then Index(L(ρ0 )X + f (X, ρ0 ); 0) = Sign det L(ρ0 ). Proof. From Theorem 4.1, one has to compute the winding number of det(L(µ) + νH (µ) − imj I ), on the circle µ2 + ν 2 = ρ02 . As in Proposition 4.1, this determinant

is N 1 ak (µ, ν), where the eigenvalues ak (µ, ν) are chosen to be continuous and counted according to their multiplicity. Since the winding number of the product is the sum of the winding numbers of the factors, it is enough to look at each of them. If ak (0, 0) = 0, i.e., it corresponds to an eigenvalue λ of L(0) which is not imj , then a(µ, ν) will remain away from the origin and will not wind around 0: one may then deform it to ak (0, 0) = λ and then to 1. On the other hand, if ak (0, 0) = 0 and ak (µ, ν) = α(µ, ν) + iβ(µ, ν), then it corresponds to an eigenvector X, with H (µ)X = 0 and ν&H (µ)X&2 = α(H (µ)X, X): see the proof of Proposition 4.4. Thus, for ν = 0, one gets α(µ, ν)  = 0 and, since it is continuous, it keeps the same sign for all ν’s positive (or negative). If, for ν = 0, one has α(±ρ0 , 0)  = 0, then αk (µ, ν) stays on the same half complex plane and its winding number is 0. Hence, ak (µ, ν) crosses the imaginary axis at most twice, for ν = 0 and µ = ±ρ0 . Assuming one has performed the perturbation of Lemma 4.6, this implies that ak (±ρ0 , 0) is a simple eigenvalue and, by Lemma 4.5, one has (H (±ρ0 )X, X)  = 0, for the corresponding eigenvector. Thus, as ν crosses 0 from negative values to positive values, α(µ, ν) will cross 0 in the same direction, if (H X, X) > 0, and in the other direction, if (H X, X) < 0. Note that, in this case, (H X, X) keeps the same sign on the whole loop, by using the continuity of X(µ), near µ = ±ρ0 , which is true since ak (±ρ0 , 0) is simple. Taking the orientation (µ, ν), the loop described by ak (µ, ν) will give a winding number equal to 0 if β(±ρ0 , 0) have the same sign, and, otherwise, equal to Sign (H X, X), if β(ρ0 , 0) < 0 < β(−ρ0 , 0), and to − Sign (H X, X), if β(−ρ0 , 0) < 0 < β(ρ0 , 0). For µ = ±ρ0 and η = ±1, let n± (µ, η) be the number of imaginary eigenvalues iλ of L(µ), close to imj , which are above imj , that is β(µ, 0) > 0 (for n+ ), or below imj , that is β(µ, 0) < 0 (for n− ), and which have the simple eigenvector X with Sign (H X, X) = η. Hence, σj± (µ) = n± (µ, 1) − n± (µ, −1). Let a ± (η) be the number of eigenvalues of L(µ), with Sign (H X, X) = η, which cross imj from below to above as µ goes from −ρ0 to ρ0 (i.e., β(µ, ν) goes from negative to positive), for a + (η), and in the inverse direction for a − (η). Then, then winding number is a − (1) − a + (1) + a + (−1) − a − (−1). Let b± (η) be the number of eigenvalues, with Sign (H X, X) = η, which remain above imj (i.e., with β(µ, ν) > 0), for b+ , or below imj (i.e., with β(µ, ν) < 0),

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for b− . Then, one has the relations n+ (−ρ0 , η) n− (−ρ0 , η) n+ (ρ0 , η) n− (ρ0 , η)

= = = =

a − (η) + b+ (η) a + (η) + b− (η) a + (η) + b+ (η) a − (η) + b− (η).

Thus, a + (η) − a − (η) = n+ (ρ0 , η) − n+ (−ρ0 , η) = n− (−ρ0 , η) − n− (ρ0 , η). We have proved that the winding number is σj+ (−ρ0 ) − σj+ (ρ0 ) = σj− (ρ0 ) − σj− (−ρ0 ).  For instance, if L(µ) = (µ + λ0 )L, with λ0 > 0 and ±imj /λ0 an eigenvalue of L, then σj+ (−ρ0 ) = 0, σj+ (ρ0 ) = σj , the signature of H for imj /λ0 . Remark 4.9. Hypothesis (H0 ) implies that X = 0 is an isolated zero of L(µ)X + f (X, µ) + ν∇V (X, µ), provided µ2 + ν 2 = ρ02 , and with a constant index on the loop. At first sight this hypothesis could seem awkward and a more elegant hypothesis could have been to ask that L(µ)X + f (X, µ) and ∇V (X, µ) have 0 as an isolated zero, for µ = 0, for the first equation, and for any small µ, for ∇V (X, µ). This happens, for instance, if H (0) is invertible and L(µ) is also invertible for µ  = 0 (a stronger hypothesis than (H0 )). But this new hypothesis implies that either N is even or Index(L(ρ0 )X +f (X, ρ0 ); 0) = 0, in which case dj = 0, for all j ’s. In fact, for ρ0 , the maps L(ρ0 )X+f (X, ρ0 ) and ∇V (X, ρ0 ) have a well-defined index at 0 (this is not necessarily true for ∇V in case (H0 ) holds). Furthermore, since ∇V is orthogonal to L(ρ0 )X + f (X, ρ0 ), the index, at 0, of τ (L(ρ0 )X + f (X, ρ0 )) ± (1 − τ )∇V (X, ρ0 ) is well defined and constant. Then Index(L(ρ0 )X + f (X, ρ0 ); 0) = Index(∇V ; 0) = Index(−∇V ; 0) = (−1)N Index(∇ V ; 0). In order to compute d0 , assume that (H0 ) holds. Thus, according to Theorem 4.1, d0 is the class of L(µ)+νH (µ) in 1 (GL(RN )) ∼ = Z2 (since the change of orientation I α0 does not affect d0 , we may assume that L(µ) + νH (µ) has positive determinant on the loop µ2 + ν 2 = ρ 2 ). Decompose RN into ker H (0) ⊕ Range H (0) and write

A + νH1 B + νH2 , L(µ) + νH (µ) = D + νH2T C + νH where H1 (0) = H2 (0) = D(0) = 0, and, from (H0 ), the matrices A(0) and H (0) are invertible. The relation LT H + H L = 0, is then H1 A + H2 D and H2T B + H C are skew symmetric, H2T A + H D + B T H1 + (H2 C)T = 0. Note that, for ν = 0, L(0) + νH (0) is deformable to diag(A(0), C(0) + νH (0)) and to diag(A(0), νH (0)). This implies that dim Range H (0) is even (since the sign

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-Index of a loop of stationary points

317

of det(L(µ) + νH (µ)) is positive on the loop) and that det A and det H have the same sign, for µ small. Let H˜ = H − (A−1 B)T H2 , then, for µ small, H˜ is invertible and the matrix A = diag(AT , H˜ ) is invertible and deformable to A(0) and then to I . Consider the matrix



T A A + νAT H1 AT B + νAT H2 A˜ B˜ = ˜ ˜ . A(L(µ) + νH (µ)) = H˜ D + ν H˜ H2T H˜ C + ν H˜ H D C The class of this matrix in 1 (GL(RN )) is the class of L+νH . Since A˜ is invertible, for ˜ if (X, Y ) (µ, ν) small, multiply B˜ and D˜ by cos τ and replace C˜ by C˜ −sin2 τ D˜ A˜ −1 B: ˜ and (C˜ − D˜ A˜ −1 B)Y ˜ = 0, gives a zero of the deformation, then X = − cos τ A˜ −1 BY hence Y = 0 since this last matrix is invertible on the loop. For τ = π/2, on obtains the matrix ˜ = diag(A, ˜ I ) diag(I, C˜ − D˜ A˜ −1 B). ˜ ˜ C˜ − D˜ A˜ −1 B) diag(A, The matrix A˜ is always invertible, for µ small, and deformable to I . Hence, the class ˜ of L + νH is the suspension of the class of C˜ − D˜ A˜ −1 B. Lemma 4.7. Under hypothesis (H0 ), the matrix C˜ − D˜ A˜ −1 B˜ = C + νH 2 + νO(µ), where C(µ) is skew-symmetric and invertible for µ = 0. Proof. The matrix C˜ − D˜ A˜ −1 B˜ is, with H˜ = H − (A−1 B)T H2 , equal to H˜ C + ν H˜ H − (H˜ D + ν H˜ H2T )(AT A + νAT H1 )−1 (AT B + νAT H1 ) = H˜ (C − DA−1 B) + νH 2 + ν0(µ). Using the identity H DA−1 = −(H2T + (A−1 B)T AT H1 A−1 + (H2 C)T A−1 ), one obtains H C + H2T B + (A−1 B)T (AT H1 + H2 D)A−1 B + (H2 C)T A−1 B − (A−1 B)T H2 C + νH 2 + O(µ). It is clear now that the first terms are skew symmetric and, since they are equal to H˜ (C − DA−1 B), they give a matrix C(µ), which is invertible for µ  = 0 (from  (H0 ), L(µ) is invertible for µ  = 0). Now, recall that any invertible skew-symmetric matrix C can be put in real Jordan

0 βj , form 9, via an orthogonal change of basis T , where 9 consists of blocks −βj 0 j = 1, . . . , m, with dim Range H (0) = 2m: in fact, C 2 is self-adjoint and negative definite, hence with eigenvalues −βj2 and orthonormal eigenvectors X1 , . . . , X2m . If Yj is defined by CXj = βj Yj , then CYj = −βj Xj , and Yj is orthogonal to Xj , with C 2 Yj = −βj2 Yj , that is, −βj2 is a double eigenvalue of C 2 . Of course, one may choose all βj ’s to be positive, but then det T (which is ±1), may be negative. On the other hand, one may insist in det T being positive, but then one may have to take one of the βj ’s to be negative.

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Definition 4.2. The matrix C = T T 9T , with det T > 0, will define a positive complex structure if all βj ’s are positive. Otherwise, if one βj has to be negative, then the complex structure will be said to be negative. Proposition 4.6. If (H0 ) holds, then the class of L(µ) + νH (µ) will be non trivial if and only if C(ρ) and C(−ρ) define complex structures of different signs. Proof. We have seen that the class of L(µ) + νH (µ) is the class of C(µ) + νH 2 + νO(µ). One may deform the last term to 0, since if, for some X  = 0, one has a zero of the deformation, then, because (CX, X) = 0, one obtains ν(&H X&2 + τ (0(µ)X, X)) = 0. For |µ| ≤ ρ, one has &H X&2 ≥ C&X&2 , hence one gets ν = 0 and C(µ)X = 0, for µ = ±ρ on the loop, something which is impossible. Since H 2 is positive definite, one may use the same sort of deformation to arrive at C(µ) + νI . Furthermore, one may replace C(µ) by C(τ, µ) defined as (1 − τ )C(µ) + τ (µ/ρ)2 (C(ρ) + C(−ρ)) + τ (µ/ρ)(C(ρ) − C(−ρ)). In fact, the above matrix is skew-symmetric, hence, if C(τ, µ)X + νX = 0, taking the scalar product with X, one has ν = 0 and, for µ = ±ρ, the condition C(±ρ)X = 0, which is not possible, unless X = 0. For τ = 1, one may perform a linear deformation to C(ρ) + C(−ρ) + (µ/ρ)(C(ρ) − C(−ρ)) + νI. Finally, since C(ρ) = T T 9(ρ)T , with det T > 0, one may deform T to I , keeping the deformed matrix skew - symmetric, hence one may

replace C(ρ) by 9(ρ) and this 0 1 last matrix by diag(J, . . . , ±J ), where J = , by deforming βj to 1, and with −1 0 ±J according to the positive or negative complex structure for C(ρ). With a similar argument at µ = −ρ, one obtains diag(2J + νI, . . . , ±2(µ/ρ)J + νI ), where the last component is not present if the complex structures are the same. Since 2J + νI is deformable to I and since µJ + νI generates 1 (GL(R2 )), one obtains the result.  An interesting particular case is the following Corollary 4.3. Assume that (H0 ) holds, with the condition &L(µ)& ≥ C|µ|, then [L(µ) + νH (µ)] is non-trivial if and only if (dim ker L(0))/2 is odd. Proof. The condition &L& ≥ C|µ|, which implies the invertibility of L, holds also for AL, that is &AL(X, Y )&2 ≥ C 2 µ2 (&X&2 + &Y &2 ). In particular, for X = −A−1 BY ,

4.4
-Index of a loop of stationary points

319

one has AL(X, Y ) = (0, CY ), that is &CY & ≥ C|µ|&Y &. Now, if one writes C, on the orthogonal decomposition given by ker C0 ⊕ Range C0 ,

C0 + µC1 µC2 C = C0 + µC1 (µ) = , −µC2T µC˜ ˜ one has that C0 = C(0) and C1 (µ) are skew-symmetric, as well as C1 and C. ˜ ≥ C|µ|, that is, C(0) ˜ Repeating the above argument, one has that &µC& is invertible. Now, as we have done in the last proposition, one may deform C to ˜ Deforming diag(I, µ(C˜ + µC2T (C0 + µC1 )−1 C2 )) and then, to diag(I, µC(0)). ˜ C(0) to its Jordan form, the class of L + νH is the suspension of the class of (µJ + νI, . . . , ±µJ + νI ), that is (m/2)-times the Hopf map, if m is the dimen˜ i.e., of ker C0 (note that, since C˜ + µC T (C0 + µC1 )−1 C2 is invertible (here sion of C, 2 for all µ’s) and skew-symmetric, this dimension is even). Now, since C0 = H (0)C(0), one has ker C0 = ker C(0) = ker L(0).  T ˜ Note that in general, i.e., if only one assumes (H0 ), the matrix C˜ 1 = C+µC 2 (C0 + ˜ µC1 )−1 C2 , will be invertible for µ  = 0, but C(0) may have a non-trivial kernel. ˜ ˜ Writing C1 = C(0) + µC2 (µ), one may repeat the above argument, with a de˜ ˜ ˜ composition on ker C(0) ⊕ Range C(0). On Range C(0), one will get a contribu˜ ˜ tion of (dim Range C(0))/2 and, on ker C(0), a skew symmetric matrix µ2 C˜ 2 . On Range C˜ 2 (0), one will get a zero contribution (due to µ2 ), while, on ker C˜ 2 (0), one has to look at the third order terms. Thus, for smooth L(µ) and H (µ), one may compute the homotopy class in terms of dimension of subspaces.

Remark 4.10. The reader should notice that, for this Hopf bifurcation, we are asking that ∇V (0, µ) = 0, while in the case of non-stationary solutions (Example 2.8), the condition was ∇V (X)  = 0. The reason is the following: from the orthogonality condition g(X) · ∇V (X) = 0, one has, after linearization Dg(X)T ∇V (X) + H (X)g(X) = 0, where H (X) is the Hessian of V (X). Thus, if ∇V (X) = 0 and one is in the natural situation of an invertible H (X) (hence the point X is isolated in the set of zeros of ∇V ), one needs g(X) = 0, i.e., a stationary point. Now, if X belongs to an orbit of solutions of the equation X = g(X), we have seen, in Example 2.8, that ∇V (X(t)) is either identically zero or never zero. Hence, under the hypothesis of a discrete set of zeros of ∇V (X), one has that either X(t) is constant, i.e., stationary, or X(t) is truly periodic with ∇V = 0. On the other hand, if g(X) = 0 and ∇V (X)  = 0, then dim ker Dg(X) > 0. For X = 0 and Dg(0, µ) = L(µ), this is incompatible with (H0 ). This explains our hypotheses. On the other hand, one may still study the bifurcation of periodic solutions, from a set of stationary solutions, when ∇V (0, µ)  = 0. As seen above, this implies that L(µ)T ∇V (0, µ) = 0. Assume that dim ker L(0) = 1.

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Let RN = ker L(0) ⊕ Range LT (0) and write X = aX0 ⊕ Y , with L(0)X0 = 0. Then, one may linearize the stationary equation g(X, µ)+ν∇V (X, µ) = F (a, Y, ν, µ) and obtain D(Y,ν) F (0, 0, 0, 0)(Z, η) = L(0)Z + η∇V (0, 0). Since this is an isomorphism, the equation F (a, Y, ν, µ) = 0 has a unique local solution Y (a, µ), ν(a, µ), with ν(a, µ) = 0, from the orthogonality. Furthermore, Y (0, µ) = 0 and ker L(µ) is also one-dimensional, generated by X0 + Ya (0, µ). Let X(a, µ) = aX0 + Y (a, µ) be this unique local stationary solution of g(X, µ) = 0 and let A(a, µ) = DX g(X(a, µ), µ). Then, ker A(a, µ) is onedimensional and generated by X0 + Ya (a, µ), while, as seen above, ∇V (X(a, µ), µ) generates ker A(a, µ)T . Proposition 4.7. Assume g(0, µ) = 0 and ker DX g(0, 0) = {aX0 }. Then, locally, (a) g(X, µ) = 0 if and only if X = X(a, µ). (b) If A(a, µ) = DX g(X(a, µ), µ) is such that inI − A(a, µ) is invertible for all n > 0 and (a, µ)  = 0, then the S 1 -degree of the pair (&Z&1 − ε, X (t) − g(X(t), µ) − ν∇V (X(t), µ)), with respect to  = {(X(t) = X(a, µ) + Y + Z(t), µ, ν) : &Z&1 < 2ε, |µ| < 2ρ, |ν| < 2ε, |a| < 2ρ, &Y & < 2ε, where Y is orthogonal to Xa and Z(t) has only non-zero modes} is well defined. (Here & · &1 is the H 1 -norm). This S 1 -degree is given by d0 = 0,

dn = ησn ,

where σn is the winding number of det(A(a, µ) − inI ) and η is the sign of det D(Y,ν) (g + ν∇V )(0, 0), with Y in Range A(0, 0)T . Proof. Part (a) has already been proved. For part (b), write X(t) = X0 + Z(t) and, after linearizing at X(a, µ), the equation




Xn eint =

X  − A(a, µ)(X − X(a, µ)) − ν∇V (X(a, µ), µ) − νH (X(a, µ), µ)(X − X(a, µ)) + · · · = 0 is equivalent to the system − A(a, µ)(X0 − X(a, µ)) − ν∇V (X(a, µ), µ) + 0(ν(X0 − X(a, µ)) + &X(t) − X(a, µ)&21 ) = 0 (in I − A(a, µ))Xn + 0(νXn + &X(t) − X(a, µ)&21 ) = 0. Since ker A(a, µ) is generated by Xa (a, µ), let X0 = aXa ⊕Y , with Y orthogonal to Xa . Then, X0 − X(a, µ) = Y + 0(a 2 ). As before, A(a, µ)Y + ν∇V (X(a, µ)) is an isomorphism from Range A(a, µ)T × R onto Range A(a, µ) ⊕ ker A(a, µ)T (since ∇V (X(a, µ)) generates ker A(a, µ)T ). Thus, one may solve uniquely for

4.4
-Index of a loop of stationary points

321

(Y (a, µ, Z), ν(a, µ, Z)) = 0(a 2 + &Z(t)&21 ). Note that, due to the orthogonality, ν(a, µ, Z) = 0 for periodic solutions. Furthermore, if in is not an eigenvalue of A(0, 0) = L(0), which is true for large n, one may solve these equations in terms of the resonant modes, obtaining an H 1 -bound for X(t). In particular, if one has a zero of the differential equation in , then &Y & and ν are of the order of ε2 and, if a 2 + µ2 ≥ ρ 2 , one will have &Z&1 = 0(ε 2 ), i.e., the S 1 -degree of the pair is well defined. As done many times, one may deform the pair to (&Z&1 − ε, −A(a, µ)Y − ν∇V (a, µ), {(in I −A(a, µ))Xn }) and one may apply Theorem 4.1. Since A(a, µ)Y + ν∇V (a, µ) may be deformed to A(0, 0)Y + ν∇V (0, 0), which gives an invertible matrix, one gets the result: the orientation factor (−1)N is, as before, absorbed in the generator.  Remark 4.11 (Global bifurcation). Corollary 4.1. says that, if d0 or dj , in Propositions 4.5 and 4.6, are non-zero, then there is a continuum of solutions C, with X ≡ 0 on C, which is either unbounded in the space {X(t), µ, ν} or returns to some point {0, µ1 , ν1 } with, in case of boundedness and a nice local behavior (i.e., (Hj ) and (H0 ) hold), a sum of S 1 -indices equal to 0. Now, near {0, 0, 0}, one has good information on the solution set and on C: for instance, if L(0) is invertible, there is no bifurcation of stationary solutions and, near the bifurcation point, the solutions are truly periodic. However, if C contains a point (X(t), µ), with X(t) ≡ 0 and ∇V (X, µ) = 0 (recall that this vector is either identically zero or never zero on solutions of X = g(X, µ)), then C will be unbounded in the ν-component. Since ν was introduced in an artificial way, this is not a natural result. In order to avoid this situation, introduce the set S = {(X(t), µ), with X(t) a periodic (or stationary) solution of X  = g(X, µ) and ∇V (X(t), µ) = 0}. The conditions g(0, µ) = 0, ∇V (0, µ) = 0, imply that {(0, µ)} ⊂ S. Complement the equation X −g(X, µ)−ν∇V (X, µ) with the condition dist((X(t), µ); S)−ε, where the distance is in the H 1 -norm: S is compact on bounded sets in that norm. Any solution in the complement of S will have ν = 0. Now, if (Hj ) and either (H0 ) or (H0 ) hold, then, in a neighborhood of (0, 0), S is just (0, µ): in fact, if, for some solution of X  = g(X, µ), one has ∇V (X, µ) = 0, then for the Fourier series, one has (inI − L(µ))Xn − fn (X, µ) = 0 H (µ)Xn − kn (X, µ) = 0. Hence, for any ν (inI − L(µ) − νH (µ))Xn − fn − νkn = 0. Taking ν = ρ, Proposition 4.4. implies that the linear part is invertible, for n  = 0, and the non-linear part is of the order of &Z&1 &X&1 , where X = X0 + Z(t). Hence,

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for &X&1 small enough, one has Z(t) = 0 and X = X0 is a stationary solution of g(X, µ) = 0. The same argument for n = 0, in case (H0 ) holds, or by hypothesis, if (H0 ) holds, implies that X = 0, if |µ| < ρ. Hence, near (0, 0), dist((X, µ); S) = &X&1 and Propositions 4.5 and 4.6 are valid. Thus, if one of the dj ’s is non-zero, the global branch will be unbounded, in X or µ, or will meet a point of S, a stationary point if S ∩ {µ = µ0 } is discrete. Further computations of the S 1 -degrees, near S, are given in [IMV2], Remark 6.9. Note that Remark 4.8 holds also here. Remark 4.12 (First integrals and symmetries). If g(X, µ) and ∇V (X, µ) are equivariant with respect to a group
0 , then one may repeat the considerations of Example 4.3: the linearizations L(µ) and H (µ) will have a block diagonal structure and the S 1 ×
0 -degree will be given in terms of the spectral behavior of each of the sub-matrices of in I − L(µ) − νH (µ), as in Proposition 4.2. Remark 4.13 (Hamiltonian systems). Consider the system dX 0 = J ∇V (X, µ), X in R2N , J = I dt

−I . 0

As pointed out in Remark 2.4, we have that V (X, µ) is a first integral and we may either apply the orthogonal degree, as in Example 3.5, or consider the equations X − (J − νI )∇V (X, µ) = 0, or solutions of the equations J X  + ∇V (X, µ) + νX  = 0. An important special case is when V (X, µ) = V (X)/(µ0 + µ), where µ0 + µ stands for the frequency. Assume that ∇V (0, µ) = 0. Let H (µ) be the Hessian of V at (0, µ). Suppose that J H (0) has eigenvalues ±im1 ± . . . , ±ims , with 0 < m1 ≤ · · · ≤ ms . Then, hypothesis (Hj ) is equivalent to asking that J H (µ) − imj I is invertible for µ  = 0, µ close to 0 (this is always true if V (X, µ) = V (X)/(µ0 + µ)). Hypothesis (H0 ) is verified provided X = 0 is an isolated zero of ∇V (X, µ). For hypothesis (H0 ) one needs the invertibility of H (0) (in this case d0 = 0). Then Proposition 4.5 gives the bifurcation index in terms of σj+ (−ρ) − σj+ (ρ), while Proposition 3.2 gives it in terms of Mj (−ρ)−Mj (ρ), where Mj (µ) is the Morse number of imj J + H (µ). The factor Index(J ∇V (X, ρ); 0) = Index(∇V (X, ρ); 0) is common to both formulations. The two formulae are the same: in fact, one has (H + imj J )J H + (J H )T (H + imj J ) = 0 and H + imj J is self-adjoint and invertible, if µ  = 0. Thus, as in Lemma 4.5, H + imj J maps ker(J H − λI )k into ker(H J − λI )k . Furthermore, if iβ is a simple eigenvalue of J H , with eigenvector

4.4
-Index of a loop of stationary points

323

Xβ , then (H + imj J )Xβ = (β − mj )β −1 H Xβ . In particular, on ker(J H − iβI ), the signature of H + imj J is σβ (H + imj I ) = Sign(β − mj )β −1 σβ (H ). ¯ of J H one has that, as in the proof of For a couple of eigenvalues, (λ, −λ),

0 A , with a zero signature. Lemma 4.6, the matrix H + imj J has the form A∗ 0 Hence,  Sign(β − mj )β −1 σβ (H ). σ (H + imj I ) = β∈R

(Note that, since H (µ) + imj I is invertible for µ  = 0, we don’t have to worry about the kernel, as in Lemma 4.6). Thus, after perturbing J H (±ρ), so that they have simple purely imaginary eigenvalues and using the fact that (H X, X) has a constant sign on the loop µ2 + ν 2 = ρ 2 , one obtains σ (H (ρ) + imj I ) − σ (H (−ρ) + imj I )  = (Sign(β(ρ) − mj ) − Sign(β(−ρ) − mj )) Sign(H X, X), since only those β’s close to mj are involved. Hence, in terms of a ± (η), defined in the proof of Proposition 4.5, the difference is 2(a + (1) − a − (1) − a + (−1) + a − (−1)) = 2(σj+ (ρ) − σj+ (−ρ)). Since M(H + imj I ) = N − σ (H + imj I )/2, one gets that Mj (−ρ) − Mj (ρ) = −(σj+ (−ρ) − σj+ (ρ)), the sign being again an orientation factor. In case J H = H J , one may see this equality in a more direct way: as in Remark 3.5 (c), decompose C2N into two-dimensional subspaces, invariant under to the eigenvalue λk of H . On that subJ, Xk , J Xk , k = 1, . . . , N, corresponding

−iβ −λk , with eigenvalues, if β = ±λk , 0 and −2iβ, that space, J H − iβI = λk −iβ is β is a simple eigenvalue, with (H X, X) = λk &X&2 . Hence, if β > n and β = λk , the signature of H is 1, while it is −1 if β = −λk . Recalling that each λk is a double eigenvalue of H , one has that 2σj+ (µ) is the number of λk ’s larger than mj (but close to mj ) minus the number of those less than −mj (but close to −mj ). That is, if a(n) is the number of eigenvalues of H , less than n, as in Remark 3.5 (c), and [σj+ ] denotes the jump σj+ (−ρ) − σj+ (ρ), one gets 2[σj+ ] = −[a(−mj ) + a(mj )] = −2[M]. Note that, if V (X, µ) = V (X)/(µ0 + µ), then H (µ) = H /(µ0 + µ), one has σj+ (ρ) = 0, σj+ (−ρ) = σj the signature of H on ker(J H − imj µI )k .

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Example 4.7 (Hopf bifurcation for equations with delays). As a last illustration of the use of the equivariant degree, let us look at a (slightly) different context from ordinary differential equations. Consider the problem of finding periodic solutions to the system dX = g(λ, X(τ − r1 ), . . . , X(τ − rs )), X in RN , dτ which, after the scaling t = ντ , is equivalent to finding 2π-periodic solutions to νX  (t) = g(λ, X(t − νr1 ), . . . , X(t − νrs )). Here rj may be a fixed delay or may be taken as a parameter or even depend on X. The problem is clearly S 1 -equivariant. If there is only one delay in g, then the n-th Fourier coefficient of g(X(t − νr)) is e−inνr gn (X(t)), for a 2π -periodic X(t). In particular, if g(λ, 0, . . . , 0) = 0 and Aj (λ) = DXj g(λ, 0, . . . , 0), the problem is equivalent to
the system, for X(t) = Xn eint , (inνI −

s 

Aj (λ)e−inνrj )Xn = fn (X),

n ≥ 0.

1

The linear parts are called the indicial equations and it is not difficult to devise conditions under which they have isolated singularities and non-zero winding numbers. For instance, if N = 1 and the equation is x  (τ ) = −λx(τ ) − λf (x(τ − r)),

f (0) = 0,

with f  (0) = k > 1, the indicial equations are (inν + λ + λke−inνr )xn . For λ > 0, the possible bifurcation points are such that ν = (ν0 + 2mπ )/(nr), where m ≥ 0 and π/2 < ν0 < π is such that cos ν0 = −k −1 , and λ = (ν0 + 2mπ )r −1 (k 2 − 1)−1/2 . By linearizing the equation inν + λ + λke−inνr around one of these points, it is immediate to see that the winding number, for the orientation (λ, ν), is −1 if λ > 0 and 1 if λ < 0. Thus, one has bifurcation from each of these points (of truly periodic solutions, if λ  = 0). Assume xf (x) > 0 for x  = 0. This has several consequences: (a) the only constant solution is x = 0 if λ = 0 or λ = 0 and any constant. (b) Any periodic solution for λ = 0 must change sign (if of constant sign then it would be monotone and non-periodic). (c) No branch of solutions may go to λ = 0, with &x&1 and periods bounded (that is ν ≥ a > 0): in fact, if &xn &1 is bounded, then there is a convergent subsequence, in C 0 , to a solution, with λ = 0, i.e., a constant solution. If this constant is nonzero, then nearby periodic solutions can not change sign, while, if the constant is 0, then (x = 0, λ = 0) would be a bifurcation point, which would contradict the indicial equations.

4.5 Bibliographical remarks

325

Hence, the bifurcating branches must go to ∞ (in &x&1 , λ > 0, or periods). If Cn,m is the branch bifurcating from ν = (ν0 + 2mπ )/(nr), λ = (ν0 + 2mπ )r −1 (k 2 − 1)−1/2 , then, since if (ν, λ, x(t)) is solution this is also the case for (αν, αλ, x(t)), one has that, on Cn,m , (ν, λ) = α(ν0 , λ0 ), with α = −1+2mπ ν0−1 and (ν0 , λ0 ) on Cn,0 . Also, if z(t) = x(nt), then (ν/n)z (t) = −λz(t) − λf (x(nt − νr)), if x(t) is solution for (ν, λ). Thus, z(t) is solution for (ν/n, λ). This implies that solutions on Cn,m are those of C1,m , rescaled as above. Thus, it is enough to study one of these branches, for instance C1,0 . Now, if x(t) is a solution, for (ν, λ), let y(t) = x(t − νr), then νy  (t) = −λy(t) − λf (x(t − 2νr)). Assume that νr = lπ , then, from the 2π -periodicity of x(t), one has the system of ordinary differential equations νx  = −λx − λf (y),

νy  = −λy − λf (x).

Suppose that, for some t0 , (x(t0 ), y(t0 )) = (a, b) holds with a  = b. Then one has (x(t0 − νr), y(t0 − νr)) = (b, a), that is, if (a, b) is on one side of the diagonal in the (x, y)-plane, then (b, a) is on the other side. But then, the path (x(t), y(t)) must cross the diagonal at some point, that is, there is a τ , with x(τ ) = y(τ ). From the uniqueness of the initial value problem for the system of O.D.E.’s, one has x(t) ≡ y(t), which should be a 2π -periodic solution of νx  = −λx − λf (x), something impossible in dimension one, unless x(t) is constant and λ = 0. Thus, νr = lπ are forbidden frequencies. In particular, C1,1 , which starts at ν = (ν0 + 2π )/r, with π2 < ν0 < π , must stay in the interval 2π < νr < 3π. Hence, for C1,0 , one has that νr has to be in (2π(1 + 2πν0−1 )−1 , 3π(1 + 2π ν0−1 )−1 ). Thus, the periods are bounded on C1,0 . If, in addition, f (x) is bounded by M, then, since any 2π -periodic solution must have a zero, let x(τ ) = 0 and write a solution of the equation as λ t x(t) = − f (x(s − νr))e−λ(t−s)/ν ds. ν τ Thus, for t ≥ τ , one gets |x(t)| ≤ M and ν|x  (t)| ≤ λM. Thus, on C1,0 , one has &x  &1 ≤ K|λ| and C1,0 goes to infinity in λ. Clearly, these conditions are rather particular, but we hope that the reader will be able to study more general situations.

4.5

Bibliographical remarks

There is an uncountable number of applications of classical degree theory. For problems with symmetries, the current literature is more inclined toward variational methods or to generic situations, as in the books [Fi], [B], [GS]. For the case of equivariant degrees, we refer to [KW] and the articles in the References.

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Section I is taken from [IV1], for the general case, and from [IV3] for the orthogonal degree. The basic material of Section 2 comes from [IV2]. However some of the examples are taken from [IMV2], [I], and earlier work. The notion of hyperbolicity, which mimics the one for differential equations, was introduced in [IMV0]. The treatment of autonomous differential equations and their periodic solutions is now a standard application of Fourier series, as well as the period doubling phenomenon. Chow and Mallet-Paret were the first to use the Fuller index in this context. Many papers were published later on generalizing Fuller’s ideas. The examples of differential equations with first integrals are taken from [IMV2]. A treatment with Fuller degree is due to Dancer and Toland. The special spectral behavior of Remark 2.6 is similar to the one introduced by Fiedler. The bulk of Section 3 comes from [IV3]. However, we invite the reader to compare these results with the ones coming from variational methods (in case of gradients or Hamiltonians) so that he may judge by himself the advantages and shortcomings of this degree for orthogonal maps. For the case of S 1 -orthogonal maps, we refer also to the papers by Rybicki. The spring-pendulum was published in part in [I2]. Here, we have given complete proofs of the local behavior of the singular Hill’s equation. We refer to the references of this last paper for other special treatments of these systems. The last section, essentially on Hopf bifurcation, is taken from [I0], [I], [IMV2] and [IV2]. There is a vast literature on the classical Hopf bifurcation. Among the first papers using topological tools, one has to mention [AY], [I0] and [CM-P]. The examples of classical Hopf bifurcation are taken from [IMV0], while the case of first integrals was treated in [IMV2]. Part of Lemma 4.6 is inspired in [GLR.] and in [DT2]. The example on retarded differential equations was taken, as a very special case of the literature in this subject, from [M-P.N].

Appendix A

Equivariant Matrices

The purpose of this appendix is to prove Theorems 5.2 and 5.3 of Chapter 1. Several versions of these results are well known in the literature. However, most of them either do not give such a precise description or are based on much more sophisticated tools. The proof of the first result is inspired on the proof of Frobenius Theorem, as given in Pontrjagin’s book [P]. Theorem A.1 (Cfr. Theorem 5.2 of Chapter 1). Let V be a finite dimensional irreducible orthogonal representation, then exactly one of the following statements is satisfied. (a) Any equivariant linear map A is of the form A = µI , i.e., V is an absolutely irreducible representation. (b) There is only one equivariant map B, such that B 2 = −I, B T + B = 0. Then, any equivariant linear map A has the form A = µI + νB. In this case, V has a complex structure for which A = (µ + iν)I . (c) There are precisely B1 , B2 , B3 with the above properties. Then, Bi Bj = −Bj Bi and B3 = B1 B2 . Moreover, V has a quaternionic structure and any equivariant linear map can be written as A = µI + ν1 B1 + ν2 B2 + ν3 B3 = qI , where q = µ + ν1 i1 + ν2 i2 + ν3 i3 is in H. Proof. Let C be the set of equivariant matrices from V into itself. Define D = {A ∈ C : A = kI } and F = {A ∈ C : A2 = −k 2 I, A + AT = 0}. It is clear that C and D are linear subspaces and that the three sets are closed under transposition, since γ T = γ −1 . Step (a). F is a linear subspace. In fact, if A ∈ F , then αA ∈ F . Also, if A1 and A2 are in F , then, from Corollary 5.1 (c) in Chapter 1, we get A1 + A2 = µI + νB, for some B in F . However, A1 AT2 + A2 AT1 is equivariant and self-adjoint, hence, from Schur’s lemma, it belongs to D, that is A1 A2 + A2 A1 = kI . Similarly, BA1 + A1 B is self-adjoint, hence equal to αI . On the other hand, kI = A1 A2 + A2 A1 = A1 (µI + νB − A1 ) + (µI + νB − A1 )A1 = 2µA1 + ναI + 2k12 I , where A21 = −k12 I . Hence, 2µA1 = (k − να − 2k12 )I . Thus, if µ = 0, we have A1 ∈ D ∩ F = {0}, which is not possible. This implies that µ = 0, A1 + A2 = νB is in F .

328

Appendix A Equivariant Matrices

Step (b). If not empty, F has dimension 1 or 3. Note first that if F = φ then, from Corollary 5.1 (c) in Chapter 1, any A in C is in fact in D and this gives (a) of the theorem. Furthermore, if F is one-dimensional, then any element A in F is of the form αB, with B in F and B 2 = −I . Let B1 , B2 in F be such that B12 = B22 = −I . Then, B1 B2 is in C and as such B1 B2 = µI + νB, for some B in F , with B 2 = −I . Multiplying by B1 , one has µB1 + B2 = −νB1 B, and, from Step (a), one has that νB1 B is in F . If ν = 0, B2 = −µB1 and B22 = −µ2 I = −I gives B2 = ±B1 . If, on the other hand, ν  = 0, then B1 B is in F . Set B1 = B1 , B2 = B and B3 = B1 B = B1 B2 . Then, since B3 belongs to F , one has that B3T + B3 = 0 and B3 B3T = B1 BB T B1T = I , hence B32 = −I . Furthermore, B1 B2 = B3 = −B3T = −B2 B1 , B1 B3 = −B2 = −B3 B1 and B3 B2 = −B1 = −B2 B3 . Thus, the Bi ’s, dropping the primes, satisfy the anticommutativity properties of the theorem. Now, these B1 , B2 , B3 are linearly independent in F : In fact, if λ1 B1 + λ2 B2 + λ3 B3 = 0, then, multiplying by B1 one has λ2 B3 − λ3 B1 = λ1 I . But, from the fact that F is a linear subspace, one gets that the left-hand side is in F and so λ1 I would be in F , which is impossible, unless λ1 = 0. A multiplication by B1 will give λ2 B2 = λ3 I and λ2 = λ3 = 0, hence, Bi , i = 1, 2, 3 are linearly independent. Finally, suppose that there is a B in F , with B 2 = −I , which is not a linear combination of B1 , B2 , B3 . Then, as above, Bj B = µj I + νj B˜j and, by taking transposes, BBj = µj I − νj B˜j . Let, for some α = 0, Bˆ = α(B + µ1 B1 + µ2 B2 + µ3 B3 ). Then, Bˆ is in F and it is easy to see that Bˆ 2 = −α 2 (1 − µ21 − µ21 − µ23 )I = −k 2 I . Hence, either Bˆ 2 = 0 and Bˆ has a nontrivial kernel, in which case, from Schur’s lemma, Bˆ = 0 and B is a linear combination of B1 , B2 , B3 , contrary to the hypothesis; or, one may choose α such that k 2 = 1 and Bˆ 2 = −I . Now, ˆ j , for k  = l  = j . Thus, Bj Bˆ belongs to Bj Bˆ = α(νj B˜j ± µk Bl ± µl Bk ) = −BB ˆ ˆ = ˆ ˆ 2 , while B1 (BB ˆ 3 ) = −B1 (B3 B) F . Furthermore, (B1 B)B3 = −(BB1 )B3 = BB ˆ ˆ ˆ B2 B = −BB2 . That is BB2 = 0, which is not possible, since both are isomorphisms. This proves that any B is a linear combination of B1 , B2 , B3 and finishes the proof of step (b). Note that, because of the associativity of the product of matrices, there is no equivalent to Cayley numbers. It remains to make explicit the structure of V . 2 Step (c). Let B be in F such that B = −I , then there is a basis for V such that 0 −I B = and V has a complex structure such that any A in C has the form I 0 A = λI , with λ in C. Note that, since (det B)2 = (−1)dim V , then dim V = n = 2m. In fact, take e1 a unit vector, then, since B + B T = 0, Be1 is orthogonal to e1 and also a unit vector. Choose e2 orthogonal to {e1 , Be1 }, then Be2 is orthogonal to {e1 , Be1 , e2 }, and so on…On the basis {e1 , e2 , . . . , em , Be1 , Be2 , . . . , Bem }, B has the above form. Defining zj = xj + ixm+j and Z = X + iY , then V ∼ = Cm . γ1 γ3 If γ = , then γ B = Bγ implies that γ3 = −γ2 and γ4 = γ1 . Thus, γ2 γ4

Appendix A Equivariant Matrices

329





X X ˜ = iI (X + iY ), where ≡ BZ γ ≡ γ˜ Z = (γ1 + iγ2 )(X + iY ) and B Y Y B˜ = iI . Hence, if A is in F , with A = µI + νB = (µ + iν)I = λI , with λ in C. This proves Part (b) of the theorem, in case F has dimension 1. Step (d). If F has dimension 3, then V has a quaternionic structure and Part (c) of the theorem holds. In fact, take a unit vector e1 , then (e1 , B1 e1 , B2 e1 , B3 e1 ) are orthogonal. Next, take e2 orthogonal to that set. It is easy to see that the vectors (e2 , B1 e2 , B2 e2 , B3 e2 ) are all orthogonal to the first set and among themselves, by using the relations of anticommutation of the Bj ’s. This implies that dim V = 4m and, on the basis {e1 , . . . , em , B1 e1 , . . . , B1 em , B2 e1 , . . . B2 em , B3 e1 , . . . , B3 em }, Bj has the form of the Pauli matrices:       0 −I 0 0 0 0 −I 0 0 0 0 −I I 0 0 0  0 0 0 I  0 0 −I 0       B1 =  0 0 0 −I  , B2 = I 0 0 0 , B3 = 0 I 0 0  . 0 0 I 0 0 −I 0 0 I 0 0 0 Then, if X = (X0 , X1 , X2 , X3 )T is written as Xˆ = X0 + i1 X1 + i2 X2 + i3 X3 , an element of Hm , with ij2 = −1, ij ik + ik ij = 0, i1 i2 = i3 , one has that Bj X is written ˆ Furthermore, if γ is written as a (4m × 4m)-matrix (γkl ), k, l = 0, . . . , 3, as ij X. then the relations γ Bj = Bj γ imply that   γ0 −γ1 −γ2 −γ3 γ1 γ0 γ3 −γ2   γ = γ2 −γ3 γ0 γ1  γ3 γ2 −γ1 γ0 can be written as γˆ = γ0 + i1 γ1 + i2 γ2 + i3 γ3 , acting on Xˆ on the right: γ X = Xˆ γˆ = (X0 + i1 X1 + i2 X2 + i3 X3 )(γ0 + i1 γ1 + i2 γ2 + i3 γ3 ). Then, any A in C may be written as A = qI , with q = µ + ν1 i1 + ν2 I2 + ν3 i3 in H and I is the identity on Hm . Thus, AX = q Xˆ and A(γ X) = qγ X = q Xˆ γˆ , while γ AX = (AX)γˆ = q Xˆ γˆ .  One may give the general form of an equivariant linear map between finite dimensional representations. Theorem A.2 (Cfr. Theorem 5.3 of Chapter 1). Let V be decomposed as j =J i=I l=L    R ni C nj (Vi ) (Vj ) (VlH )nl , i=1

j =1

l=1

where ViR are the absolutely irreducible representations of real dimension mi repeated ni times, VjC are complex irreducible representations of complex dimension mj repeated nj times, while VlH are quaternionic representations of dimension (over H) ml

330

Appendix A Equivariant Matrices

repeated nl times. Then, there are bases of V such that any equivariant matrix has a block diagonal form   R A1   ..   .   R   A1   R   A   2   ..   .     R A2     .   ..     C A ,  A= 1  ..   .       AC 1     ..   .   H   A 1     . .   .   H   A1   .. . C where AR i are real ni ×ni matrices repeated mi times, Aj are complex nj ×nj matrices, repeated mj times and AH l are nl × nl quaternionic matrices repeated ml times. On the new basis, the equivariance of A and the action have the following form: γ is block diagonal on each subspace corresponding to the repetition of the same matrix, i.e., if Bn×n is repeated m times, on W corresponding to the same representation, then γ = (γij I )1≤i,j ≤m , with γij in K = R, C or H, and I the identity on Kn where the product, for the quaternionic case, is on the right.

Proof. From the considerations of § 5 in Chapter 1, it is enough to consider A on equivalent subrepresentations of V . Take then V = V1 ⊕ · · · ⊕ Vk , where Vj are irreducible but with equivalent actions. Then, if γ˜ A = Aγ , A maps V into V and is ˜ and γ˜ acts orthogonally similar to a matrix A˜ from (V1 )k into itself, such that γ A˜ = Aγ on V1 . Note that the similarity depends only on the actions, not on A. Hence, assume that there are bases in V and a norm such that γ is in O(V ) and has a diagonal form diag(γ , . . . , γ ), since Vi are
-invariant. Let m = dimK Vi , where K = R, C or H. Then, γ |Vi can be written as above, when considering the real matrix, or as γˆ for the K-structure: Aij : Vi → Vj is Aij = λij I , with λij in K and I the identity in K m , i, j = 1, . . . k, on the basis of Theorem A.1. Take a new basis for V by ordering the bases for V1 , {e11 , e12 , . . . , e1m }, of V2 , {e21 , e22 , . . . , e2m }, . . . and of Vk , {ek1 , ek2 , . . . , ekm }, in the following way:

331

Appendix A Equivariant Matrices

{e11 , e21 , . . . , ek1 , e12 , e22 , . . . , e2m , . . . , ekm }. It is easy to see that, on this new basis, A has the form   9 0 A =  9 , 0 9 where 9 = (λij )1≤i,j ≤k is repeated m times on the diagonal. On  the other hand, if  γ : Vl → Vl has the form (γij )1≤i,j ≤m , then on the new basis γ  = (γij I )1≤i,j ≤m , V

where I is the identity in K k . The relation γ A = Aγ is maintained in the new basis: in fact, if K is R or C, then γij is a scalar which commutes with 9. If K = H, then the action is on the right and γ q has to be interpreted as qˆ γˆ (one may also go back to  the 4 × 4 real matrices, where γij is as above and commutes with q).

Appendix B

Periodic Solutions of Linear Systems

In this appendix we shall collect the results of Floquet theory needed in the book. Most of these results are well known, however the presentation given here will be slightly different. Consider, in RN , the system LX =

d X − A(t)X dt

where A(t) is a continuous matrix, which is (2π/p)-periodic. The operator L is 1 (S 1 )N into L2 (S 1 )N . In terms of Fourier series, if a continuous from H


operator int X(t) = Xn e and A(t) = Am eimt , then A(t)X = Ck eikt , where Ck =



Al Xk−l

corresponds to a convolution. Let /(t) be the fundamental matrix associated to L, i.e., / = A/,

/(0) = I,

(/(t) = eAt if A is constant). Then, LX = Y if and only if

t

X(t) = /(t)X(0) + /(t)

/−1 (s)Y (s) ds.

0

Recall that the columns  t of /(t) are linearly independent solutions of LX = 0 and that det /(t) = exp( 0 trA(s) ds). Hence, as an operator from H 1 into L2 , the equation LX = Y will have a 2π periodic solution if and only if (I − /(2π))X(0) = /(2π )

2π

/−1 (s)Y (s) ds.

0

Lemma B.1. One has the following isomorphism from ker(L + µI ) in H 1 onto  d ker(/(2π) − e2π µI ), given by ker dt − A + µI = {X(t) = e−µt /(t)W , with W ∈ ker(/(2π) − e2π µ I )}.

Appendix B Periodic Solutions of Linear Systems

333

Proof. By direct differentiation, it is easy to see that e−µt /(t) is the fundamental matrix for L + µI . Hence X(t) = e−µt /(t)X(0) belongs to ker(L + µI ) if and only  if X(0) belongs to ker(e−2π µ /(2π ) − I ). In particular, the multiplicity of −µ as eigenvalue of L is equal to the multiplicity of e2πµ as eigenvalue of /(2π ). The number e2πµ is the Floquet multiplier of L, or of the Poincaré return map /(2π ).

Remark B.1. Since A(t) is (2π/p)-periodic, one has / (t +

2π 2π 2π 2π ) = A(t + )/(t + ) = A(t)/(t + ), p p p p

hence /(t + 2π/p) is a fundamental matrix and, as such, one has /(t +

2π 2π ) = /(t)/( ). p p

In particular, if p  divides p, one has /

2π p



=/

2π p

p/p

.

Thus, the multiplicity of 0, as eigenvalue of L, isthesum of the multiplicities of the , which are p’th roots of unity. eigenvalues of the Poincaré map of first return / 2π   2π  p   On the other hand, the elements of ker / p − I give 2π p -periodic solutions of LX = 0. The L2 -adjoint of L is the operator L∗ = −



d + AT dt



which has the fundamental matrix 8(t) = /−1 (t)T : since /−1 / = 1, one has (/−1 ) = −/−1 / /−1 = −/−1 A.  2π Then, LX = Y has a solution if and only if /(2π ) 0 /−1 (s)Y (s)ds belongs to Range(I − /(2π )), that is, if it is orthogonal, in RN , to all Z’s in ker(I − /(2π )T ) = ker(/−1 (2π)T − I ). Performing the scalar product in RN , one arrives at 2π Y (s)T /−1 (s)T Zds = 0, 0

that is, Y (t) is L2 -orthogonal to Z(t) = /−1 (s)T Z, any element of ker(L∗ ). This argument gives another proof of the fact that L is a Fredholm operator of index 0. Assume now that A(t) is smooth enough, then

334

Appendix B Periodic Solutions of Linear Systems

Lemma B.2. ker(L + µI )α in H 1 and ker(/(2π ) − e2πµ I )α in RN are isomorphic. α d
k − A + µI = {X(t) = e−µt /(t) α−1 Wk tk! , with Wk uniquely In fact, ker dt 0 determined by W0 , Wk ∈ ker(/(2π ) − e2π µ I )α−k }. Proof. Let X(t) be in ker

d

dt

− A + µI

α

and define

Y (t) = eµt /−1 (t)X(t), then, (L + µI )X = e−µt /(t)Y  (t) and (L + µI )k X = e−µt /(t)Y (k) (t). Thus, if (L + µI )α X = 0, one has Y (α) (t) = 0 and Y (t) =

α−1  0

tl Wl . l!

One needs that e−µt /(t)Y (k) (t) belong to the space of 2π -periodic functions for k = 0, . . . , α − 1. If B −1 is the matrix e−2π µ /(2π ), this requirement amounts to solving the system B

−1

α−1  l=k

(2π )l−k Wl (l − k)!



= Y (k) (0) = Wk .

Hence, one has the linear relations (B − I )Wα−1 = 0 (B − I )Wα−2 = 2π Wα−1 (B − I )W0 = 2π W1 +

(2π )2 (2π )α−1 W2 + · · · + Wα−1 . 2! (α − 1)!

From here, one has that Wα−k belongs to ker(B − I )k and that, for k = 1, . . . , α, (B − I )k−1 Wα−k = (2π )k−1 Wα−1 . One may view the last (α − 1)-equations as a linear system for W1 , . . . , Wα−1 in terms of (B − I )W0 . If this term is 0, then, from (B − I )α−1 W0 , one has, if α > 1, that Wα−1 = 0, (B − I )k−2 Wα−k = (2π )k−2 Wα−2 , that is, the same system with α replaced by α − 1. But then, (B − I )α−2 W0 leads, if α > 2, to Wα−2 = 0, and so on. Thus, if (B − I )W0 = 0, one obtains that W1 = · · · = Wα−1 = 0. Thus implies that the system for W1 , . . . , Wα−1 is invertible and these vectors are uniquely determined  by W0 , in fact by (B − I )W0 . If A is constant, then e−µt /(t) = e(A−µ)t which will have 1 as eigenvalue if and only if A has µ± in as eigenvalue. If A is taken in Jordan form, then on a Jordan

Appendix B Periodic Solutions of Linear Systems

335

block, A − µI = inI + J , where J is the upper diagonal. Then, on a block of size α, one has

t α−1 (A−µ)t int α−1 J =e I + tJ + · · · + . e (α − 1)! Furthermore, X(t) = e(A−µ)t

α−1
0

k

Wk tk! , can be expressed as

& t2 X(t) = eint W0 + t (W1 + J W0 ) + (W2 + 2J W1 + W0 ) + · · · 2!     k t Wk + kJ Wk−1 + · · · + kl J k−l Wl + · · · + J k W0 + k! ' t α−1 + (Wα−1 + · · · + J α−1 W0 ) . (α − 1)! The requirement of periodicity determines W1 , . . . , Wα−1 in terms of W0 . It is not difficult, but tedious, to check that these are the same as the other set of conditions. Then, one has  X(t) = Xn eint , with (inI − A + µI )αn Xn = 0, α = max αn , a result which, of course, follows directly by looking at Fourier series. If A is non-constant, then by complexifying A, one has that /(t) = P (t)eRt , where P (t) is 2π -periodic and R has, as eigenvalues, the Floquet exponents.

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Index

absolutely irreducible representation, 23 action, 1 addition, 36 additivity, 63, 70 algebraic multiplicity, 45, 213, 225 approximation, 67 Arnold’s tongues, 270, 280, 288 ascent, 45, 213, 225 autonomous differential equations, 43, 222, 229, 301 averaging, 58 bifurcation, 74, 255 bifurcation problem, 212 bifurcation equation, 45, 276 bifurcation set, 72 Borsuk extension theorem, 71 Borsuk–Ulam result, 117, 119, 125 Bott periodicity, 39 branch, 75 Brouwer degree, 36, 66 compact map, 14 compact perturbations of the identity, 41 comparison principle, 275 complementing map, 26, 100, 173, 189 Composition, 188 continuation, 73 degree, 66 delays, 324 diagonal structure, 11 Dugundji–Gleason extension, 25, 59 ε-chain, 72 equivalent representation, 17

equivariant Borsuk extension theorem, 25, 96, 101 equivariant degree, 60 equivariant homotopy groups of spheres, 58 equivariant maps, 46, 58 equivariant projection, 17 equivariant suspension, 38 excision, 62, 68, 70 existence, 62, 70 extension, 86 extension degree, 94, 96, 112 extension of
-maps, 58 first integrals, 234, 307, 322 fixed period, 232 fixed point, 3 Floquet multiplier, 223, 229, 333 Fourier coefficients, 43 Fredholm operator, 43 free action, 2 frequency, 43 Freudenthal suspension theorem, 38 Fuller degree, 85, 231 fundamental cell, 6, 100 fundamental cell lemma, 57, 87 fundamental matrix, 223, 332
-compact perturbation of the identity, 25
-epi, 66, 73, 76
-equivariant, 9
-equivariant Borsuk extension, 36, 37
-homotopic, 25
-homotopy classes, 35, 102
-homotopy invariance, 62, 63
-index, 211

360
-invariant, 9
-orthogonal, 30
-orthogonal extension, 31
-orthogonal homotopy classes, 40
-space, 1 generalized eigenspace, 225 generator, 111, 141, 142, 151, 156, 198, 295 Gleason’s Lemma, 13, 86 global bifurcation, 212, 219, 285, 299, 301, 321 global continuum, 238 global Hopf bifurcation, 307 global Ljapunov–Schmidt reduction, 50 global Poincaré section, 91, 217 gradient degree, 71 gradient homotopy, 161 gradient maps, 12, 30, 47 Gram–Schmidt, 31 group actions, 57 Haar integral, 13 Hamiltonian systems, 48, 256, 322 Hermite’s equation, 274 Hill’s equations, 276 homotopy invariance, 70 Hopf bifurcation, 51, 185, 288, 298, 301, 303, 304, 324 Hopf classification, 120 Hopf construction, 40 Hopf map, 36, 65, 137, 141 Hopf property, 63, 70, 215 ˜ 95, 100, 101, 104, 125 hypothesis (H), ˜ 102, 103, 105, 106 hypothesis (K), hypothesis (H ), 27 hypothesis (H1 ), 100 hypothesis (H0 ), 314 hypothesis (Hj ), 308 hypothesis (H), 110 hypothesis (H1), 293 hypothesis (H2), 299 hypothesis (K), 101

Index

hypothesis (H), 100, 128, 131, 136, 165, 173, 181, 189, 197, 215 index, 43 indicial equations, 324 infinitesimal generator, 30 invariant neighborhood, 16 invariant Uryson function, 16, 59 irreducible representations, 17, 58 Iso(E), 5 Iso(V ), 90, 108 isolated orbit, 211 isometry, 13 isotropy of a component, 74 isotropy of the Poincaré section, 91 isotropy subgroup, 2, 8 K-hyperbolic, 222, 223, 237 K-simply hyperbolic, 222 linearization, 10 linearizations of orthogonal maps, 30 linearized bifurcation, 213 Ljapunov–Schmidt reduction, 271, 276 loop, 288 Möbius function, 117 Möbius inversion formula, 116 Mathieu’s equation, 270 maximal isotropy, 4, 10 Morse index, 41 non-resonance condition, 289 non-trivial solutions, 72 non-zero speed crossing, 289 normal map, 109 normal orthogonal map, 162 normalized generators, 163, 247, 253 normalizer, 3 obstruction, 87 one parameter, 136 orbit, 5

361

Index

orbit space, 5 orbit type, 5 orbits of zeros, 10 orthogonal Borsuk homotopy extension, 35 orthogonal degree, 70, 186 orthogonal maps, 29, 47, 58, 69, 83, 156, 171, 179, 206, 245 orthogonal operators, 11 period doubling, 51, 119, 219, 230 periodic solutions, 43, 78 (H ), 96 (H, K), 96 (k), 102, 104 k , 105 ˜ (H ), 103 Poincaré index, 216 Poincaré return map, 333 Poincaré sections, 114, 136, 161 products, 78, 180 reduction to the stationary case, 260 regular value, 211, 217 representation, 1 reversibility, 286 rotating wave, 51, 260 rotation number, 274 Schur’s Lemma, 18 second order Hamiltonian, 49

semi-free action, 2 spring-pendulum systems, 266, 285 standard symplectic matrix, 49 stationary solution, 258 stratification, 10 subrepresentation, 18 subspace of fixed points, 3 suspension, 27, 36, 63, 70, 165 suspension by a complementing map, 103 symmetry breaking, 78, 107, 171, 238 symplectic action, 49 time dependent equations, 237 time-stationary solutions, 51 torus part, 8, 30, 31, 51, 114 trivial solutions, 72 truly periodic solutions, 52, 260 twisted orbits, 10, 51, 240 universality, 66, 70 Van der Pol’s equation, 220 Weyl group, 3 Whitehead map, 40, 77, 288 winding number, 39